Correct, the 8 and 9 speed Powerlinks are not interchangeable. SRAM stamps "9" on the side plate to indicate 9 spd and are gold colored. Not sure if "8" are stamped on the side to indicate 8 spd, but 8 spd are silver colored.
The SRAM 10 spd master link is caled a Powerlock, and is not a removable link