Official comment
In my workflow, I'm adding the songs to my collection first, then create playlists. If I happen to export those files to the drive and then add the songs to playlists later, I export the playlist to the USB drive (if it's not already on the drive), and it updates the playlist. The songs don't need to be exported separately, you could simply export the playlist and it would add the songs to both the playlist and the master export on the drive.