The Quick Access links are updated appropriately in Windows Explorer, but the folders themselves still exist and are not redirected. For example, Documents gets redirected however C:\users\username\Documents does not. This is an issue with applications that 'hard code' their path. I've had users mistakenly save to this Documents folder, as well, rather than the redirected folder.
I'd love to see a better implementation where a hardlink or symlink is used to redirect the path C:\Users\username\Documents to the synchronized Documents folder in OneDrive.
We just delete those folders after we redirect, but programmers should know better than to hardcode paths, bad programmers, bad!
Anyway, Would be a nice uservoice, I'd vote for it. But that's a good idea, I don't see why or wonder if we could setup those links for those folders to onedrive folders, it's been too long since I've set those up I'd have to go refresh my memory on it, but if after you did folder redirection you had the option to setup that "Linked" folder that would be nice.