This is because of the way the library system and the file format are structured. As @bobc explained the dialog for adding a symbol has the information about which library is open. There is no place in the eeschema file format to store this information. This means once you add the symbol into the schematic this information does no longer exist.
Yes there should at least be an error message.
The future file format will (hopefully) contain the information from which lib a symbol came from. But i fear we will need to wait until v6. (I think it is not part of v5. But i could be wrong here.)
I don't think so. you can move the lib in question up. (or simply rename the symbol.)