Why do people link to search engines?
 

Sometimes I found links to yahoo or google on porn sites...does that help to get better listings on SE?

Used to work like that.. I don't think it does anymore though.

Or do you mean on exit links on warning pages?

no it doesnt help them and they are losing money by not sending the links on their exit (warning page) link to a mainstream sponsors like www.topcash.com :thumbsup

for good karma

No not warning pages...
They put links often on the bottom of their page.
Example: http://www.crazynakedchick.com
(go to the bottom of the site)

because lots of newbie's stumble on porn sites, they might want to leave and that sends them to a search engine...which might allow them to find what they were looking for.