I Don't Get It: Don't Banks and Stores Always Say NOT To Click on Links in Emails, Since They May Be Fraudulent?

 I've been told countless times by banks and stores that I should not click on links that are in emails, since those emails might be fraudulent.  

Yet every email I get from my banks has links in them!  

I am not a rube -- I know to check any links from emails to make sure that the links go to something like chase.com.  But still, WTF, banks!  

Hey banks!  Stop using links in your emails if you are going to lecture your customers over and over that they should never click on links in emails!