Not 100% sure this is correct, but I believe that when you place a PSD, EPS or AI file that can be edited within Illustrator, it will not place the name of the file only an image of the file in the Links Panel. If you place a PSD, EPS or AI file where you can edit the original file outside of Illustrator in another program such as PS, it will place the name in the Links Panel.
If I am incorrect, I hope someone will correct me and I will learn from it.