Think of the Yahoo Directory. It has cost associated with it and a listing there indicates a real website rather than spam. Whether no-follow or not, if a directory carries trust and authority it is beneficial.
Regardless of what is said, these listings do add to your metric profile and do contribute to ranking. Just like all the other "non-working" link types (read Press Release etc).
Don't believe me? Go disavow or remove all your no follows.