Nah, I don't buy it. These kinds of things are easily learned. Web links don't have depth and we all learned pretty fast that we can click them (in some instances they don't even have to be underlined)
Touch UIs can't have these "introspective" affordances because hover is not practical in a touch-based UI.
Even with all these affordances, if a Web UI didn't distinguish a link from other content visually, it would make for a difficult interface to traverse.
The point is we already know these things by intuition, we shouldn't have to learn them.
"Don't make me think" - Steve Krug