The transition metal thiophosphates $M$PS$_3$ ($M$ = Mn, Fe, Ni) are a class of van der Waals stacked insulating antiferromagnets that can be exfoliated down to the ultrathin limit. MnPS$_3$ is particularly interesting because its N$acute{textrm{e}}$el ordered state breaks both spatial-inversion and time-reversal symmetries, allowing for a linear magneto-electric phase that is rare among van der Waals materials. However, it is unknown whether this unique magnetic structure of bulk MnPS$_3$ remains stable in the ultrathin limit. Using optical second harmonic generation rotational anisotropy, we show that long-range linear magneto-electric type N$acute{textrm{e}}$el order in MnPS$_3$ persists down to at least 5.3 nm thickness. However an unusual mirror symmetry breaking develops in ultrathin samples on SiO$_2$ substrates that is absent in bulk materials, which is likely related to substrate induced strain.