The issue is not with the symlink, but with the filesystem type that's now storing .PlayOnLinux; Not all filesystems implement all features to run Wine, only full POSIX ones (ext*, Reiserfs, XFS, Btrfs,...) are known to work perfectly.
Running programs from others like FUSE-based filesystems may or may not work, depending on the features used by the program. But to avoid this source or errors, PlayOnLinux checks the filesystem type and by default prevent running programs under those conditions.
You can now:
- put things back in place
- format at least a part of your 2nd harddrive with one of the supported filesystems
- disable this check, but then Wine may crash in unexpected ways and we can't give support is can be one of the reasons for failure