And it only relates to pages after page 1, so if you set your Site Settings to "list all games" you get them all anyway, because they're all on page 1 then.
Its for those people that have more than 30 games on the go at a time. Currently the maximun number of games you can view in My Games is 30 and there are page navigations at the bottom.
At one stage you could have a whole page containing all your games regardless of the number. However, this was removed as it is very intensive on the database and detroys the performance.
So I don't think it will be back until the admins seriously upgrade their hardware.