I've gone years without using my clients sites to link to mine so its no big deal.
Then why start now?
Footer links are tacky and mildly unethical IMO because it gives their competitor an edge by knowing who you are. People shouldn't pay for web development and/or SEO just to give the next guy a simpler path to the same if not better solution. Not to mention you easily expose your entire network of clients with these footers.
If you're doing something slightly shady SEO-wise and your competitors (or Google) know it then exposing your name on your clients site could put them ALL at risk. Imagine something you've done is deemed bad and not just one client but ALL clients get penalized in one shot simply because of those glorious footer links.
Now imagine the letters from all those lawyers...
Worse case, if you aren't as good as you think you are in web development or SEO, you've just given the competition a nice big client list to cherry pick.