I think they stopped doing it long time ago (and I cannot see these links now), but if my memory serves me well basically these links were taking you to Google

I think they stopped doing it long time ago (and I cannot see these links now), but if my memory serves me well basically these links were taking you to Google and Bing with the same query, respectively. I.e. they were directly linking to competitors, just in case your original search at Yandex was not satisfactory.