Well,i imagine it's a little bit of being respectful to the developers, and in general forum etiquette. It becomes VERY obnoxious trying to sift through a few dozen comments of "link plz" while trying to find meaningful discussions related to the game. From my time lurking here, if someone specifically mentions that you can PM them requesting for a link to the game(this happens to be much more rarer these days), you can do so ONLY if that person has given permission to do so.(Please correct me if i'm wrong,so i don't look silly.) However, certain games cannot have links posted (like if the game contains loli,and ect.)