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This is somethign Google have been doing for quite some time, but for Bing its fairly new. I have to wonder how the Bing algo for generating the site links is different from Google.
My guess would be it reflects the search terms commonly used to access a site. For example if users frequently use the term blue widget to access a site, it would make sense to have a site link to a page titled "blue widgets" directly below the main listing in the serp. They also tend to provide the general links such as about us and contact us.