Hi @whitebalance. I'm on LPX and as mentioned I always select "Copy EXS instruments and samples into project" yet it doesn't behave as you would expect. A work-around I've been using is to save the project as a folder instead of as a package, drag or copy any new sample into the project's "Samples" folder first, then load them into the EXS zones directly from there. This works, but just as you did, I thought the default behavior should be an instantaneous copy into the project folder no matter where the original sample's location is if this option was selected in the project's save settings.
@gdoubleyou, I hear you and I wish I didn't duplicate samples as often as I do but I always end up creating project specific EXS instruments anyways so I find it easier to just have everything in one place, plus I'm a serial collaborator so saving assets is a must.