There's 1000's of link exchanges being done every day. For those that do reciprocal linking, that's the format of the exchange. The reason people do it is fairly obvious: to make money.
Quite clearly, you are somewhere above all this, and accordingly you can:
1. Set up filters to make sure these emails don't get into your inbox;
2. Make your email address hard for spiders to read and get rid of the catch all addys (info@, webmaster@ etc); or
3. Ignore the link requests.