Some people do it because they believe if, e.g., they link to Adobe.com in one of the posts, and someone clicks the link, Adobe will see the site in their referrers, and they'll get in trouble, though that's very unlikely. Most people do it nowadays because, it makes the post look more organized, and if It's rapidshare, It's really easy to open FlashGet, then select all the links in the code tags, and just put in the username and password for the RS premium account and all the links will start downloading.
