Because if the RAM clock is on Auto, when you increase the FSB, the RAM clock will be increased the same proportion.
For example, let's say you have DDR2-800 RAM and your Q9400 (333 MHz X 8). Your memory clock is set on AUTO. So FSB freq is 333 MHz and mem freq is 400 MHz and mem clock is 800 MHz. Performance gain - virtually zero because the memory spends the time it gains waiting on the CPU.
OK. Now you OC the CPU to 3.2 GHz (400 MHz X 8). The memory clock increases by the same proportion. So it is now (400/333) X 800.
Now, if you select Unlinked and you do not choose mem clock twice the FSB, you still have the same problem. The faster one or the other (FSB or RAM) is still going to spend the extra time gained by running faster just waiting for the other.
One thread where we discuss this:
Overclocking RAM:
http://www.tomshardware.com/forum/251715-29-ratio-myth