This is a bad thing. For example, I host with the greatest host in the world. They have a section that they provide a little graphic to link back if you like to. The code won't be changed so everyone of their customers will link with the same anchor text. Why isn't that a good vote? (rhetorically) It's thousands of satisfied customers and in the real world there's no better vote.
It also understands, that a 'vote' from a site you control is not really a vote, as it is a vote for your , by you, so it devalues that vote. No penalty, just no or very little value.
Another is almost every directory I have submitted my site to uses the site name as the anchor text. I always type the name the same when sumbitting so by doing this I'm lessening my potential? Sad. These aren't FFA's but legit directories of outdoorsy things like hunting and fishing places.
I think this is another area Google's trying to stop spam but is falling into naturally occuring things too.