Link exchange techniques

Sometimes I receive email messages that look like spam however it's not a spam.

Those are link exchange offers.

Like "Hi, let's do links exchange. Please place this link to your website and send us the URL, and we'll place the link too. Bye."

You know it looks like scam for me.
Some strange guys ask or even push me doing something promising to do something as well.
I don't even know you, why you think I should trust you?

But... what message may work in this situation?

I think if I receive something like this I would pay more attention to that.
"Dear Alex! I am so happy to find your website and I like it so much! I even placed a link to your lightseo.com (you can find it here....) And your link to my homepage would be very appreciated! Thank you!"

Do you think it should work better?
I do.