That will be more common...
First off the owner of those pages would have to list them in Google meaning their site must be first listed in Open Directory Project. Then there must be a clear path from the index page to the page that contains the link to your site for that page to also be index in google (careful if you're using ASP, PHP, CGI for your links pages).
However, it seems that recently Google is trying to discourage indexing links pages, and outright banning pages or sites that use link exchange programs (for the purpose of increasing page rank).
Last is that it might be a newer site and just take time to get fully indexed.
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