Let's say they ARE ranking from directory links as you suggest, then if that's the case it's great news for you because a little work and you will outrank.
The directory you suggested is a poor directory. There are a billion directories nickel and diming for $5 here and there.
Don't bother .
There are directories that are legitimate. Mostly I've found that they exist in professional sectors such as lawyers. You'll also find the odd local directory.
They are also not very cheap.
Remember, link building is a holistic exercise and you want to employ all tactics. Directory building is a tiny part of that process.