I’ve read a few articles about this issue … seems NTFS doesn’t support symlinks:
Native NTFS does not support symlinks. These are emulated with WSL by setting some file attribute (I think) and then add the target of the link in the file. CIFS/SMB on linux does something similar for emulating symlinks (see here), so does cygwin, as far as I know. MinGW handles symlinks different again.
Due to these different approaches we can only support symlinks created within containers. These then are resolvable in other containers but not on the host (and vice versa).
Unfortunately, I will have to close this as won’t fix
So I highly suggest you to switch to Linux !
Also you may have a look at this: Symlinks on shared volumes not supported