They're pretty good at using the right tool for the right job. There are plenty of places where they use arrays or other data structures too.
In a lot of cases they really want to be able to do O(1) inserts/deletes at the beginning/end of the list, which is where linked lists do have a major advantage.
Short linked lists aren't too bad, using them for storing bulk data is mostly a bad idea unless you can't avoid it.