Error creating a shortcut to ADLS Gen2

When I try create a shortcut to an ADLS gen2 Storage account, I receive the following error.

I have marked the places where the target folder for the creation is visible. I started the creation out of this empty folder using the button offering that.
I cannot understand why the creation should fail with the error about the incorrect target path.
Unless I am wrong in assuming that the "target folder" is the one where the shortcut should appear after creation.
If that should be so, I would assume that some more users will fall into this trap.