When you are not logged in on the StackExchange.com page, the links to the Sites on the right are links that take you to each individual site. Once you log in, the Sites listing is no longer composed of links to the individual sites.
Compare the markup for the WebApps site when logged in vs logged out:
<li> <img src="http://sstatic.net/skins/sketchy/img/favicon.ico" /> Web Apps <span class="remove-site" title="remove all questions from this site"></span> <span class="count">0</span> <input type="hidden" name="id" value="5" /> </li>
<li> <a href="http://webapps.stackexchange.com" title="2 Web Apps questions appear on this page"> <img class="favicon" src="http://sstatic.net/skins/sketchy/img/favicon.ico"> Web Apps <span class="count">2</span> </a> </li>
Please make them click-able to each site's homepage when logged in as well as logged out.