Update: Sftp.CreateSymlink method was added in Rebex SFTP 2015 R1.
Yes, we can add this. We originally didn't because this functionality is problematic - OpenSSH wrongly implemented the corresponding SFTP command and reversed the arguments by a mistake. When they found out later, they refused to fix this and kept the reversed order. As a result of this, there are now two different and incompatible forms of the
SSH_FXP_SYMLINK command. See section 3.1 of OpenSSH protocol extensions and deviations document for details.
Unfortunately, even if we add some kind of server detection, this functionality will still be problematic - some servers choose to follow OpenSSH's deviation in order to be compatible with OpenSSH's client.