This is working for me in 6.0.1 on 10.8.5. I can assign shortcuts to top-level menu items like "New Audio Note", but not to "Open Note in Separate Window". Are you sure this technique works for context menu items? I'll add that "Open Note in Separate Window" should really be in the main menu which would support this and also scripting. If Evernote were to add it that would be nice. Not sure how to do feature requests....
For me in Mac 5.7.2 the links are working, but they reveal the file in finder rather than opening the file. Very frustrating. gazumped, Do you have a link to a thread or blog post where they said it was security reasons? Of course, we still need a better way to add them also. With tonykambo's suggestion of Cmd-Opt-drop being a great idea.