I agree that sometime it make sense, especially when you declare your component and connect in the same file, but it also makes a component more coupled to the actions, so I'm not really convinced to recommend it as a good practice but rather I think of it as a developer preference

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After some consideration I think it would be good to add it to the guide, especially in case when you don't care about tightly coupling your components to actions then it can be really beneficial because there will be less manual maintenance of types declarations and much better error reporting (at Props type declaration instead of more complex error at connect location).

By the way, the dispatchProps return type would be the return type of the action creator. Was this supposed to be void instead?

interface Props {
  ping: typeof actions.ping;
}

Shouldn't be derived as below from the types?

 interface Props {
   ping: (arg: number) => void
}