I found a reference to avoiding this during an interactive execution of WinSCP
but I cannot find how to do that in a batch execution.
Actually, I'm trying to copy all of C:\Users and it looks there there are a number of such inaccessible links. So I have to find each one and exclude it ... and how that Windows doesn't create another while I'm not looking? Ugh! (Yes, the same set of masks should work for each user's profile, but kind of an ugly solution.)That folder is special. Even Windows File Explorer hides it for some reason. And it cannot really be accessed. So use file mask to exclude it.
Note that the GUI option that you have found is for remote links, not local.
option batch continue?
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