Each of the game download links are managed by the game's author. Therefore, even if we know the link is broken there's not much we can do to fix it.
The usual problem is that somebody releases their game and then leaves the community - after a while perhaps their site gets taken down, so the link no longer works, but they're no longer around to fix it.
Perhaps there should be an "e-mail the game author" link or something so that people can report broken links directly to the person responsible.