Or in my case, they point to build targets that might not have been produced due to compile errors.

It's another case of Windows trying to be clever and do stuff automatically when there is no automatic action that makes sense for every scenario.

And even if you want to argue that it's acceptable to delete broken shortcuts without prompting the user because that's the right thing to do 99% of the time, why in the name of great suffing **** does it not put them in the recycle bin? Who is that helping? The PM who came up with this is a complete jackass.