When I downloaded this, it was not just the latest links but was in fact all the links that are also shown when I "Download more sample links". The only difference is that they are in date order, starting with the most recent.
What I did find interesting is that when I checked my "Linking domains" list on 18/07 it was showing 2 new domains added from 17/07. But when I look at the "Latest Links" list these were found by Google on 29/06 and 03/07.
So that means there was a delay of between 15 - 20 days between Google finding the links and them being added to Webmaster Tools.