The orphaned page is on your site, but no other page on your site links to it. Granted, an orphaned link may not bother the visitor to your site. If the link is simply missing, they'll never know the page is there. It can be slow linking to busy and low-bandwidth sites. Think twice about whether you need to include slow links on your Web site.
Links are also slow when they lead to huge pages.
Please do your visitors a favor and mark these links. You can easily show the size next to the link. A Designer's Guide describes embedded links as those links that are contained within other text. It discusses usability test findings that show that embedded links make it harder for visitors to pick out the desired link. According to the test findings, separating the link's description by a line break helps the user select the appropriate link when searching for specific information within a set of links.