I've seen a lot of sites with "unlinked thumbs". I think it's just parts of a marketing strategy. There's an implicit suggestion that the surfer will see more of the content represented by the thumbs if they visit the sponsor. It can also be used to improve the look of the site.
It's fine with me, but I will say that I have bookmarked a number of them, just to make sure that the thumbs don't magically become linked.
