I don't think they'd be too difficult to add, but I think they'd be quite useful.
Think of how you see a forum listed in a category, only instead of it going to a forum it instead goes to wherever you set it to link to... Its icon would be differant, but everything else would look the same.
Basically, it's useful for having an area for affiliated sites to be linked, or site services, etc.
Immagine, you have a forum with a topic like "technology" and you have an affilate site that does gaming, and you offer services; well you'd have a "Paid Services" Link Forum and a Gaming Link Forum, both of which would link off-bulletin board to wherever you'd like them to go...