The library preferences for playlists only applies to library playlists and not to device synching.
Could you try this version which uses the unix convention for filenames in playlists:
https://getmusicbee.com/patches/MusicBee33_Patched.zip
unzip and replace the existing musicbee application files
@Steven The patched version works perfectly for my Samsung S10e:
SM-G970U, Android version 10, firmware G970USQS3CTA3
As Phred pointed out, it seems not all androids are affected, or perhaps they haven't pushed the same android versions that samsung has. Android should never have an issue with forward slashes, but maybe a checkbox under device sync settings, under "playlist storage", may be the best way to fix this.
Thanks for your quick response!