What additional actions does it require?

I will take a look, but it still require additional actions.

Is there a reason why links are created without using absolute path to the target? It doesn't really make sense conceptually as it basically means the links have to be located locally at the same location as the target, at which point you may as well use the original.

Did you consider using a custom command?
https://winscp.net/eng/docs/custom_command

That's good to know, but it doesn't save me from a lot of additional key presses if I have to create 100+ symbolic links.

You can use Ctrl+Alt+C to copy the full path to the clipboard prior to the Alt+F6.
https://winscp.net/eng/docs/filenames#file_name
And then you can paste the full path to the dialog.

So as the name implies, when I create a symbolic link I would like the link to use target file's full path, instead of just file name. So when symbolic link creator is opened (Alt+F6) I would like it to already have the full path, as opposed to just just name which requires the path to be added later manually.