Without having the client's site to be able to check, I'd guess that the reason you're not seeing these links popping up within Open Site Explorer is due to the size of Yellow Pages' site in conjunction with the way that we compile our index.

When we crawl through a site during the indexing process, we limit the number of pages that we'll crawl on a single domain in order to help us sample a broader and more diverse link landscape (or Mozscape, if you will ). There are a few million pages on Yellow Pages' domain, and since we elect to cap out indexing a single domain around ~50,000 pages (I'm uncertain of the exact value), only a relative handful of the most prominent pages on the domain would be included to avoid index saturation. I hope this helps to explain what you're seeing there!