It’s probably because some of the signature links in those forums are considered questionable based on the criteria this tool uses to search for “bad neighborhoods.” Or maybe the sig links point to other sites that link to questionable sites. Maybe they look for “terms” that are generally considered bad like gambling, porn, casino etc. It didn’t look like ALL the pages to me, but there are certainly quite a few. It is becoming more well known that SE’s do not give as much weight to signature links found on forums anyway, so it may not trip a penalty in SE’s anymore if it is a signature link form a forum or blog.
The tool also checks if links on the site you link to are bad or not, so if I link to you and you link to some “bad neighborhood” sites, it may bring those up when I check my site because I am linked to yours.
For instance I link to DesignDir.net which is a good quality site, however they link to an “Online Pharmacy” type site that trips the tool when I enter in my url. I am not linked to the Pharmacy site, only DesignDir.
So essentially, the tool is checking casino affiliates site, and also sites that casino affiliates links to for bad neighborhood links.
It is not a definite solution by any means, as it is a program. More or less it is supposed to give you an idea or place to start looking for links that may be devaluing your site in SERP’s.
I don’t really think it’s funny, linking to the wrong place can mess up a lot of hard work and effort nearly overnight. It’s better to be paranoid about your links than risk a potential problem IMO, but I am glad you got a laugh anyway.