Hi,
Bear in mind that;
1) The code where we did proxy.AddLink() is nothing to do with Entity Framework at all. It is code that is generated by the ADO.NET Data Services utility "datasvcutil.exe" and can be generated for any ADO.NET Data Service from its metadata regardless of what the data source might be on the service side (e.g. custom objects, LINQ to SQL, Entity Framework and I believe someone has an implementation around NHibernate too).
2) This is a preview. It's possible that things might change but then there are some write-ups around this elsewhere on the web and rationale behind it such as http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=3674157&SiteID=1
Thanks,
Mike.