The motivation behind this is to further curb efforts from spammers that are just trying to up their clickthrough ad traffic and search engine rankings.
This is only the first part -- we'll soon add a new talkprop that "acknowledges" an anonymous comment, triggered either by unscreening the comment (if it was screened) or replying to it. Acknowledged anonymous comments will then show the links as intended.
It's not live yet because we want to gauge your initial reactions -- if we need to we can add a per-user option to turn this off, but we hope that's not necessary.