The album that is not in your library is a different object than once it is added. So the track you added to the playlist before you added the album to your library will always refer to the non library object. That is how Roon has always worked.
That is why I always suggest adding to the library first, then, add ton a playlist. Obviously, that might not work for some, at that point you have to replace the tracks on the playlist after you have added it to your library.
If you want a different functionality, then I would suggest a Feature Request post.