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To expand on Mike's post and show you the light think about it like this

Say you have your personal preference set to show 30 posts per page and you want to link to page 2. When you link to page 2 you expect the clicker of the link to view the 31st post but they would only see the 21st post because they are a guest and that's the default settings for the guest.

I hope you see the way it hinders SEO and linkage.