“If they will integrate something into the index, to me it sound as they will pose a penalty of a kind to the websites which got linked with the tag.”
If I give you $20 on Monday, but don’t give you $20 on Tuesday, that is not a “penalty”.
There is no penalty involved here. Something is just going to be valued less (not at all). It’s as if they decided to not value keyword in domain name. They can choose to do that if they want.
I guess I’ll mention the other massive positive to this… the entire gambling sector should see a huge spike in pagerank now that it is possible to code affiliate links with the no follow tag. Currently we send pagerank off to basically non-existent affiliate tracking URLs. With this change, you won’t bleed off PR to your affiliate links… instead, all your link power will go to your other pages or to your genuine link partners.