It may have that connotation to you, but in general (at least in the US) non-profit organizations are not required to have independent audits. Typically, that requirement only happens if they receive a certain amount of government funding. An organization may choose to undergo audits in order to make people feel better about donating to it.

I really, really don't think that anybody is being fooled or misled into thinking that Anna's Archive is a "legitimate" audited organization when they describe themselves as a non-profit.