I just more or less copied your setup, although my local delivery agent is procmail. What procmail does it this:
This is in /var/mail
Code:
lrwxr-xr-x 1 root mail 15 Jan 10 22:28 BOGUS.root.NQR -> /root/mail/root
-rw------- 1 root mail 1093 Jan 10 22:29 root
In other words: symlinks are not acceptable to procmail, which moves the symlinked mailbox out of the way, adding 'BOGUS' to its name, and recreates a mailbox called 'root' where it delivers the mail to.
Based on that I'd say symlinking a mailbox from /var/mail, even with correct ownership and privileges, is not possible.