Parenting a smart object layer

You can control whether updating one Smart Object updates other instances of it, but it means planning ahead to set it up right.

To set up Smart Objects so that editing any one edits all other instances of it in a document, do either one of the following:

• Create a Smart Object, then duplicate it using Layer > Duplicate Layer. 
• Create a Smart Object, then duplicate it using Layer > New > Via Copy (what is often taught as Command-J/Ctrl-J). 

To set up Smart Objects so that editing one doesn't edit all the others (each is independent), do one of the following:

• Create a Smart Object, then duplicate it using Layer > Smart Objects > New Smart Object via Copy. 
• Create a Smart Object, then create the other Smart Objects, each one from scratch.

Did you create the document in your screen shot using the last method listed? If so, that’s why the Smart Objects are not connected to each other. Unfortunately there is no way to create that “parent” relationship after a Smart Object is created, you have to do it by duplicating correctly.

When you duplicate a smart object layer via Ctrl+J  The layers share a single object so if you  make 9 copies then you have 10 layers that share a single object.  You can change each layers object transform via Ctrl+T and have each layer scale, positions and distorts the object for its use of the object. Replace the content  of any  of the layer changes the content of all 10 layers.

All instances of a Smart Object will update simultaneouly, so I am not sure what you mean.