I was just experiencing a little trip up with this that wasn't intuitive to me. Maybe others that come across this thread may be like me.
When removing a sym-link, remember that your dealing with a file! A sym-link that points to a directory will auto fill with a backslash at the end, which is not what you want when removing it. If you're deleting a sym-link that refers to a directory, and you use auto complete to finish naming the link, remember to remove the trailing backslash.