Should I expect the FSDT Settings Exclude 3rdparty function to work with these links? Currently it does not seem to do so.
Of course it will work, Symbolic links are transparent to an application. The reason why a 3rd party scenery is not automatically detected by the "Exclude 3rd party" button is not because it's linked but, most likely, because its package name doesn't conform to the official MS naming convention for packages.
Quoting from the manual, Page 7:
In order to be successfully recognized, airport packages must use the standard MSFS naming convention developer-airport-icao-name.
Airports that don't match this standard ( typical for freeware ), must be added manually by ICAO code to the Disabled list.