As for soft links, a lot of linux tools create soft links (ln -s from to) and generally that fails on NTFS (I tried installing a bunch of npm modules and all had this specific issue)[1].
[0] - https://mspoweruser.com/ntfs-260-character-windows-10/
[1] - https://stackoverflow.com/questions/8232778/nodejs-npm-insta...
With respect to symlinks - NTFS supports them, but there are subtle semantic differences with POSIX. WSL does actually support symlinks (i.e. you can do ln -s), it's various other behavior around them that breaks, like trying to untar a file that contains symlinks.
The team said that they're working on a custom implementation of symlinks that would provide proper behavior (but wouldn't be seen as a symlink from Win32).
Now, Microsoft should be in a position to put something better into their WSL, but that might entail the risk that someone else will hack that implementation and provide good drivers for everyone, something they clearly don't want (or they would have provided open specs for NTFS support by now).
https://msdn.microsoft.com/en-us/library/aa365247.aspx