NTFS symlinks in linux
As explained in the Questions & Answers of the NTFS-3G support section, deleting a Reparse Point is not fully supported by the NTFG-3G driver. You might have to install the Advanced NTFS-3G driver:
Why do I get an "Operation not supported" message when deleting a file?
The NTFS-3G 1.5012 driver has solved this issue, or you're trying to delete an NTFS Reparse Point which is not fully supported yet in Stable NTFS-3G, only in the Advanced NTFS-3G version of the driver.
I can't provide more specific guidance without more informations on your Linux distribution, version, etc.