I think peaches has it nailed. If you include the link in a page, even if the link does not work, google can pick up the link and won't drop it until after it has attempted to spider it and found nothing there.
Back a couple of weeks or so ago, when msn introduced it's new search, google jumped up and proclaimed that it had doubled it's indexes to include 8 billion pages now. From what I have seen since they did that was that they merely started showing all the results they had, good bad and ugly rathere than the filtered results that they used to show (meaning with the SE scammers etc weeded out)
I find all sorts of bullshit results for some of our domains. For example, if you google paperjewels, there are now all sorts of buillshit pages that are coming up such as
http://www.1-in-pendants.com/17/kanji-love-pendant.html
These guys are using google ads or google search tools to steal search terms. There are many pages doing this. Many of them include the actual link, so all is fair. These guys however (and many others) are using the google search results but NOT including the links. I am sure they have been up for a long time, but prior to google doubling their indexes in one day, they were not showing.
So, like I say, I think Google went for a big bang on quantity and ditched any efforts at quality in the effort. Which is sad because Google got their popularity from the quality of their results combined with the cleanliness of their interface. They have now let one of those two go. How long before they look just like all the others ?
Just imho of course