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I for one prefer it when someone I'm talking to provides the link when they cite the policy. It makes it easy to see if the actual page backs up their claims about it. What you don't want is policy-bashing (as outlined in WP:BASH -- see? It's useful to link to the actual page), where all you do is link to the policy and treat that as your entire argument, precluding all counterarguments.
Using shortcuts is not the sin; what's antagonizing is presenting a link to a policy as a complete and incontestable argument. It is always commendable to provide an actual rationale; if the rationale is reflected by an existing policy or essay (and usually there is some relevant page), it is good to provide a link to the page in question. Even experienced users might not be familiar with the cited page in question, and new users definitely benefit from a "this is the page I'm talking about" link.--Father Goose (talk) 04:40, 1 July 2008 (UTC)