Well, I downloaded 6 themes from the site, and only 1 of them had a background image. If you are going to put a preview up with a certain background, please include it with your distro.
the problem is, that most of the bg-s are not made by the themers so they need a permission from the wallpaper-creator for using their artwork. and that could take ages! i personally have been waiting for nearly two weeks for a permission to use singularity form digital-blasphemy in my theme.
I would much rather they include a link to the background...I don't want the bigger download (Dial-up, ya know...). I rarely use the wallpaper anyway.
i agree, a link should always be there, but sadly it ain´t :(