Why do some links not do what they say while others do?

Brian's Mail list account

Many sites now helpfully say, click here for main content, or a variation on the theme. But some do as they say, while others seem to cause no discernable change. I have always wondered about this, and its been around for many years. Is there a page authoring or other reason why these links seem not to work?

I'm talking about all browsers really though at the moment I only have waterfox firefox and IE on windows 7.

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