In my experience, you need to add the sounds to the project. One of the reasons I prefer working in Productions mode ... where I have an Audio Library project, and can from any other project simply grab something from that Audio project to use.
I'm not familar with the Productions mode, but perhaps this will make my stock audio collections more accessible across multiple projects. In the meantime I ended up creating a dummy project with bins to catagorize all the stock audio. This seems to work for auditioning music clips without cluttering up my project. I don't understand why audio files are treated so differently by the CC Library, but at least there are several workarounds. Thanks for your help.