One client had a problem with profile and membership synchronization, and the "My SharePoint Sites" links would not appear for anyone. This also affected the "SharePoint Sites" and "Membership" web parts on users' MySites – no SharePoint related links would show up in these parts.
We verified that users were explicitly added into the "Members" group of SharePoint sites, we performed full crawls and ran all the timer jobs. Still no dice.
Eventually, a support ticket with MS revealed that having the Content Database set to Offline prevented that functionality from working.
adamtoth