I'd like to see this too.
I use Sublime mostly without project files, often just treating directories as the "project". Symlinks are quite common within many of the directories I work in, and it would be unpleasant to have to litter filesystems with project files just to get access to the files within symlinked directories.
It also feels a little like it's broken. I'd expect anything symlinked to "just work" with whatever I'm throwing it into, unless there were specific security considerations. So I'd probably vote for it being on by default, with a conscious decision need to disable it. However I'd be happy with it being an option so I didn't have to go back to ST2 as I'd cry if I lost access to "Goto Definition…"