Seriously. It's honestly one of the primary reasons I can't stand reading his stuff; each little hashmark is a reminder that the writer thinks his thoughts are so important you will want to quote them by chapter and verse, like a holy text.
Or an easy way to reference readers of your own material to any quotes you may use from him. This makes it a lot less time-consuming to link to his articles. Does this actually bring him more traffic? I don't know, but it's interesting to know that it's actually hurting his traffic from what you're saying.
Personally, I'd be more inclined to link to his article in my own because it's that much easier.
... which is really annoying.
(edit) What I don't understand why he wouldn't show these # on hover over a respective paragraph.