My girlfriend always double clicks links. She also uses a Mac at work and thought she wouldn't be able to access her webmail on my PC because I didn't have Safari.
Almost everybody I know (that isn't in IT) double-clicks on links. Even my ex-boss (who was a programmer back in the day) double-clicks on links. And no matter how many times you try to explain the concept of "single-click" to them, they don't seem to get it.
Perhaps we should get the browser makers to make double-clicking links do something else, then; as it is, no amount of IT whinging will teach people to stop doing something that works anyway, just because it's technically non-optimal.
Does it bother you that it's not optimal? It doesn't bother the people who do it. I think breaking things on purpose just to stop a behavior that's not harmful is unwise.
Doesn't bother me, but it does seem to bother the people who come up with these lists. (I am slightly bothered, though, by people who click on a a link, and then click it again when it's "loading too slowly," thinking that they're hurrying it along instead of going back to the start of a new request.) The best solution in both cases would be for the browser to simply ignore any attempts to load a GET of URL X in a given frame/window/tab when it's already attempting to load the same GET of URL X in that frame/window/tab.
I click links again if it's been more than a few seconds. I know full well it starts a new request, but often that works faster than letting the old request time out and be re-sent.
Unfortunately, double-clicking a link when submitting a form (for instance) can double-submit it, which can be especially problematic when confirming an order and ending up getting charged twice.