"This" in the piggy rhyme introduces a new toe precisely because it is accompanied by (or accompanies -- I'm no longer sure which come first -- in fact, I think they are simultaneous) the gripping of a new toe. That is, deixis may be either linguistic -- referring to another word -- or extralinguistic, as in this case. jan Ote is overemphasizing the backward linguistic use: 'ni' is also used to refer forward, as in the classic 'tan ni: S' construction. But, as you might expect, these uses are constrained by context and the back reference is the most common (or, at least, the default mode).
The fact that tp does not require number, tense, etc. opens the possibility of noting how often these categories are unnecessary or meaningless or positively misleading. Speakers of languages that do require them tend to start using them unnecessarily in tp and gradually come to let them go -- often with a visible sense of release. The experience in Loglan/Lojban has been progressively toward a reduction in plurals and tense forms, even among newbies, who now come in knowing that these are optional.