What you call «lots of problem» is IMO an expected behavior.
Linked Components don't put their color automatically into your local file. But – whit one click it's done.
A lot of problem means Xd behave weird they don't allow drag and drop the component from the library. Continuously crashing file. Some users didn't get any updated version of the design system library. Not able to add new members who want to use the library.
Before linked can put color automatically into local file and user can easily convert that component locally with colors. Now users can only convert component locally colors we want to add manually and rework to apply text, bg, borders, etc., and everywhere.