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The link to "sections" is not relevent to object files at all. It discusses "conic sections", "musical sections", etc., but has nothing to do with object file format sections.

Why exactly is this link here?

There appears to be a convention used for many Wikilinks wherein a link is made for a term the linker deems worthy of linking, even if the target doesn't exist, perhaps to encourage the creation of a page for that topic. In the case of a disambiguation page, "doesn't exist" means "isn't included as one of the possibilities on the disambiguation page", again, perhaps to encourage the creation of a page for that topic, with a link from the disambiguation page, and with the links to it disambiguated. I assume that's why the person who made the link did that. (I express no opinion here on the merits of that convention.) Guy Harris 02:28, 7 January 2006 (UTC)
Yep. If one were to try to preemptively guess whether it was "section (linker)", or "section (computing)", or whatever, and filled it in that way, if you ended up with a red link, you don't know whether it's because the topic does not have an article, or you picked the wrong name (I've fixed many a bad guess). Better to make sure that the page through the disambig page works and has an article, then go back later and fix accumulated refs to the dab page all at once. Stan 06:08, 7 January 2006 (UTC)