That's not exactly true... Kickbacks are most definitely illegal, but it is not illegal to purchase a list of leads... For instance, if the RE agent sold the mortgage broker a list of his prospective buyers for a fixed price, nothing illegal has been done.
Of course, anything the mortgage broker gives in addition, say for productive leads, would be illegal. Ethically, I'm not sure where the line is exactly, but I personally wouldn't buy or sell leads in this manner...