Well when a particular section grows big enough (constructors for example) the menu would become unmanagable (and on smaller screens, unviewable!) so it makes sense to make a new section and index page for that section.
In the case of the optical illusions, I received so many from a regular contributior, and found others myself, that it would have made the Fun page absolutely huge so it made sense to give them their own area. I'm sorry for the inconvenience, I do try to list all the changes in the updates page and mention them in the weekly digest.
If you can't find a page that you bookmarked use the "Site Search" to track it down or, alternatively, contact me at the usual address and I'll point you in the right direction (hey! If I don't know where it is it's probably gone!).