It is a very clever idea.
But it's not my idea. 
Forum member DetlevD pioneered that method as early as September 2010.
How to create a shortcut file to a physical file?
I've used the .mte file provided in that post as the template for various other export scripts that I call "Export Tools" (Thanks DetlevD!)
Options > Messages > check-mark "at exporting tags"
For me, the message is disabled only if that is un-checked.