According to https://ss64.com/nt/mklink.html, junctions cannot link to files. Also, when I try this nevertheless with mklink /j junction-file target\foo.txt, the command will succeed, but the junction will be broken. However, the Robocopy docs mention:
/xjf Excludes junction points for files.
What are they referring to?
The answer is that the options /xj, /xjd and /xjf are poorly named and documented. It is suggested that they apply to junctions (only). However, they apply to junctions and symbolic links. More precisely, /xjf only applies to symbolic links because junctions do not support files. See my related question and answer.
I have reported this issue.