This issue is caused by reflection inside the BuildSprite method:

// The Sprite.Create(Rect, Vector2, float, Texture2D) method is internal. Using reflection
// until it becomes public.
var spriteCreateMethod = typeof(Sprite).GetMethod("Create", BindingFlags.Static | BindingFlags.NonPublic, Type.DefaultBinder, new Type[] { typeof(Rect), typeof(Vector2), typeof(float), typeof(Texture2D) }, null);
var sprite = spriteCreateMethod.Invoke(null, new object[] { rect, pivot, svgPixelsPerUnit, texture }) as Sprite;

Sprite is located in UnityEngine.CoreModule and we were able to work around the issue for now by adding <assembly fullname="UnityEngine.CoreModule" preserve="all"/> into link.xml.