Yeah, those are known to be broken. Back in 1999 when I first designed the site, I had in mind you could read through the various sections (chapters) like a book. But that turned out not to be generally how people wanted to read it, so most of the links just point to an empty page. Some notable exceptions are multi-page reviews where you want to read from page to page.
In the rework of the site, which should happen Real Soon Now, they'll be removed where they aren't useful.