The risk really depends on where the symlink is and where it points to. In most cases these are harmless - especially in a docker style setup. An example risk -
In many cases webservers are set only to serve files from a given directory but are allowed to follow symlinks. That directory may have locked down permissions - so its safe to assume the content has not been modified by a compromised process (unless privilege escalation has occurred - and in that case its end game anyway).
Now imagine instead you have a symlink pointing to another file in another location. That file has also been set to the same permission setup - but its parent directory hasn't.
If the file is been deleted and the symlink remains there is a risk. A malicious party may hold permissions to create a file at that location. If they can then now your webserver will happily serve the file completely oblivious to the fact it is malicious.