This isn't entirely accurate. Base installations of source game servers don't easily allow for this, even if you have RCON. However if they've installed a third party server administration addon, such as Mani Admin for Counter-Strike Source, etc, where there is a command called ma_browse, which allows users to bring up websites in the MOTD window, admins with sufficient access can use the ma_cexec command to force players to bring up websites using the ma_browse command, but the majority of servers (I.E. the well run ones) do not give out this kind of functionality to most of their admins.
Really, it's not a huge deal, and you barely ever see it happen, and I mean, what's to stop someone changing their server's MOTD to a simple HTML page with a bunch of gay porn pictures or something else most people find unpleasant to have forced upon them? Power has the potential to corrupt, the way I see it, it's not very different than if the admin were to slay people or set his health or give himself guns, or anything else.