This might actually be in the new documentation, I haven't checked, but when you rsync your SUS catalog to another volume and set it to use it, you will see a similar error in the logs:
Symbolic link not allowed or link target not accessible /Volumes/data/SoftwareUpdate/html/index.sucatalog
This will probably only happen if you remove the original swupd datastore. The fix is to clear out all the index files:
serveradmin stop softwareupdate
rm -rf /Volumes/data/SoftwareUpdate/html/index*
serveradmin start softwareupdate
IIRC, this wasn't necessary in 10.5, but I might be wrong…