There's no link step when compiling a static library, which means that your -lsfml-network-s is ignored. Linking is done only when building a binary (a dynamic library or an executable), so you have to link to sfml-network in your final project.
There is a workaround (that is used for SFML static libraries) which involves using the ar command to manually add the external dependencies to a static library (static libraries are just archives of compiled files).