Referring to follow/nofollow you confirm my assumption. It's just consistent. On the one hand it is a real recommendation and I want to create a connection, so it is illogical to do with nofollow.
But the KW-anchor... this is more difficult. A KW-anchor is not the only natural way. Why should a phrase without KWs or the Url be unnatural?
I do it for the users, but I also hope it could help my ranking somehow. I give a good link and hey, I really don't have a guilty conscience thinking about my own advantage too.