I managed to build an RPM with a dependency to openssl11. It installs correctly on several systems - hence the binary is distributable, and it installs and runs without any errors.
I noticed that the symlinks are only required during compile time. They are not required for run time (i.e. on systems that are installing the binary).
If this turns out stable after some more testing, I am inclined to believe that this should be the normal, standard way to compile haproxy on CentOS 7, as the current standard compilation also links dynamically to the openssl libs (just the older / default version of it).