Well no one knows why some important function disappear all of sudden, but to the internet now you can add this back again on your right-click menu. Simply copy this text :

[Nemo Action] Name=Make Link Comment=Create a link to %f Exec=ln -s %F %F.link Selection=s Extensions=any; EscapeSpaces=true

in a file and save it to ~/.local/share/nemo/actions/create-link.nemo_action