Ok, I understand the principle behind what you are saying. My point is that this warning says "Specifically, look for possibly artificial or unnatural links pointing to your site"
A link pointing to your site is an incoming link, i.e. from someone else's site to yours.
So to get them removed means contacting the sites where they are placed, and asking the site owner to delete them.
In recognition that this could be difficult, the warning also says to contact Google "If you find unnatural links to your site that you are unable to control or remove".
In my opinion this warning is specifically for sites with bad incoming links, because it does not say anything about removing any outgoing links.
What I was wondering in my question to you was if for example I had paid for links or got them from a link farm, Google had identified the site that was supplying them and sent warnings to all the sites that they were linking out to i.e. the sites that had incoming links from them.
I think they would send a different warning (or simply de-index) the sites with the outgoing links.
I hope that makes sense, because I think I have confused myself now