When trying to add an existing License Header Definition File in a WixProj the License Header gets copied into the Project and not added as link.
It seems like the Function projectItems.AddFromFile(string filename) behaves different in this Project type, as we use this function to add the existing file for every project type and the other projects add the file as link. As .wixproj is a custom project type it is possible that their implementation behaves different than other project types. However, this behaviour does not occur in other custom Project Types (tested with PhP Project).
The Project Type seems to support Linked Files somehow, as it is possible to add other existing items as link (with Add -> Add Existing Item -> Add as Link). So there may be a workaround.