In 99% of cases, the footer link is only there for the benefit of the developer, so IMO it is something you should politely ask the client for at the end of the project, just like you'd ask for a testimonial etc. Having it as a clause in your contract or just shoving it there without asking is very presumptuous.
As for comparing it to an artist signing their work, that's a pretty threadbare analogy which only works for a very small minority of web sites. Having a work of art signed by the artist is going to add value to any commission, and is often the very reason the work was commissioned in the first place (i.e. proof of who made the work). Having John Doe sign the web site he designed is not going to add any value to a 'commissioned' web site, because who designed the thing rarely has anything to do with the actual purpose of the commission (e.g. to promote a business, provide a service, information, shopping etc).
If a developer feels the need to sign his work, he could do it in the source code. As for the visitors who think 'I wonder who made this site' - yeah, sucks for the developer, but how is this any concern of the client who owns and paid for the site - I don't see how they should be obliged to have a life time, site wide external footer link for that reason? However, if they want to help the developer, they can write up a good testimonial and the developer then adds the site to his online portfolio; then all that visitor has to do is do a quick Google search to find out who designed the site.
Yes, no harm in asking, but 'expecting' seems wrong to me

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