Creating a DNS entry pointing to the link-local address won't work either since the DNS entry cannot specify a scope identifier. Sometimes I have needed to access the webinterface of equipment which wasn't even on the same link. That means I would have two obstacles preventing me from using a link-local address to access it.
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For more, see: How do I create a UNC to an IPv6 address? Also note that, strangely enough, Microsoft doesn't actually own that domain name, and the actual owner is unknown. While Windows shouldn't send these queries out to the network, there is still the possibility of leakage if …
Network Basics: Assigning IPv6 Addresses - dummies