It seems blocks created in another than "0" layer inserted into an other layer will always be linked with the one they were created in. So complicated... It's advisable to create blocks in Layer 0 only to avoid these complexities.
I have found out you can use "Edit the active block in a separate window" to change the layer of the block's entities from the one they were created in to the one they were inserted into. So if you desperately need it you can go that way.