This bug has been opened here: http://bugzilla.ubuntu.com/show_bug.cgi?id=15715

"summary: make a broken link, click it in nautilus, accept the offer of moving it
to the trash.  it won't be moved.

details: follow these steps

1) in a shell window:

  a) cd
  b) cd Desktop
  c) ln -s /a/b c
  d) ls -l c

you'll see something like this: "c -> /a/b".  c is a link to /a/b - a broken link.

2) minimise your windows, look at the desktop.  find the 'c' icon and click on it.

you should see a dialog window saying "The link is broken, do you want to move
it to the Trash?  This link can't be used, because its target "/a/b" doesn't
exist." and an offer to "Move to Trash".

3) click "Move to Trash"

4) notice how the link doesn't get moved to the trash

5) ???

I also tried this with a relative symlink:  "ln -s a-b-c d".  the same thing
happens, ie. nothing."