They're useful in allowing you to cross-reference from one repository to another, so that comments or issues raised elsewhere can link back and have a point of context in a way.
They're also good for those who want to use GitHub as an issue tracker for the public, who you don't want to see your source code.
For example, you have a public repo that only allows users to open Issues. And linked with that you have a private repo where the code actually sits among your team. If you push a fix, you can close the public Issue tracker and that reference will show the context/reason.
This is also part of a social coding aspect, where you can have other forks and repos reference each other to create some kind of group focus.
You cannot currently stop this cross-linking behaviour.