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bobby, citing which rule a post violates would reinforce the importance of rules and highlight the diligence with which they are enforced.
Sometimes there is no rule. The presence of the rule would bring attention to something that the rule would be trying to ban. I know it's circular logic, but it's valid. For example, if a site is banned because it's nasty, or is malware infected, I'm not going to post the link or site name and say it's banned. It just goes away if it's referenced.
A good example on the coin forum is a Chinese site that pumps thousands of counterfeit coins and precious metal bars (along with anything else you can imagine... handbags, watches, sunglasses, etc) into this country every day. It's not allowed to be posted or referenced in any way. I'm not going to show 80,000 pairs of eyes a day where to buy counterfeit stuff. If I make a rule stating it's not allowed it defeats the purpose doesn't it?
There are other things like this too.