Amazing insights, Jonathan. You really know your onions.
I just started my UI/UX journey using XD, so I’m not exactly sure what’s playing out here. Here’s what I think. In the previous Adobe XD Versions (by default) it links assets borrowed imported from a file (template) but in the recent XD versions (by default) it breaks the link between the original asset and the duplicated one. Hence, why you won’t see the Unlink Symbol function in the recent XD versions when you right-click on the duplicate/imported asset.
There are some technicalities to it that I haven’t been able to wrap my head around which adobe wrote about HERE: https://helpx.adobe.com/xd/help/migrate-design-systems-to-creative-cloud-libraries.html
It seems the linked assets only function now on Adobe’s Creative Cloud and not locally?
Although, I tried using the Keyboard shortcut you suggested—CMD + Shift G (on Mac) or Shift + G (on Windows), but that didn't work for me.
What I found is that I didn't even have to do anything after importing the asset. The XD automatically already unlinked it and I carried on.