SEOs who use clients websites for link authority to their own websites are sick. This is a careless, cheap and spammy tactic that is designed to help the SEO provider, not the client.
I say this all the time — clients websites are not advertising boards. I’ve done it in the past and killed that process well over a year ago because it’s cheap and unethical.
If your SEO provider uses YOUR website to link back to theirs, fire them. They are using your website to benefit theirs and it’s quite frankly — lazy link building.