We consider linear reaction systems with slow and fast reactions, which can be interpreted as master equations or Kolmogorov forward equations for Markov processes on a finite state space. We investigate their limit behavior if the fast reaction rates tend to infinity, which leads to a coarse-grained model where the fast reactions create microscopically equilibrated clusters, while the exchange mass between the clusters occurs on the slow time scale. Assuming detailed balance the reaction

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... can be written as a gradient flow with respect to the relative entropy. Focusing on the physically relevant cosh-type gradient structure we show how an effective limit gradient structure can be rigorously derived and that the coarse-grained equation again has a cosh-type gradient structure. We obtain the strongest version of convergence in the sense of the Energy-Dissipation Principle (EDP), namely EDP-convergence with tilting.