It seems that files in your /etc/rc2.d/ are not symlinks. Most probably it has nothing to do with openssh. Something is broken on your system. Every file in /etc/rc2.d/ has to be symlink to file in /etc/init.d/.
so, quick fix for openssh installation issue would be to replace files to symlinks manually and then install the package. Proper solution is to find out when symlinks became files in there and how it happened.