They are not linked to your actual profile trophies. If you delete a game save, you won't lose the trophies you have unlocked on your PSN profile. The trophies are tied to a game save though. If you were to copy a game save to a USB stick and give it to a friend, they would not be able to unlock all of those trophies instantly because they are tied to your PSN account an this blocks them being unlocked. There have been some glitches that let people share game saves to get all the trophies, but most of the time it is not possible to do this.