You can't make a connection direct enough, but well, yeah, that happened and happens all the time. Penguin update is all about that. They may be sincerely thinking that penguin stops direct link buying so that you have better results or more natural results. The outcome is that shitty results are still all over the place, good content is not king and if you want to advertise without any risk you go through Adsense. That is particularly true in smaller markets where Adsense is the only possible player unless you're big enough to have different deals with classic media agencies (those who manage all kind of ads -- print, tv and web.