You are right the user experience is chunky and not self explanatory. But what you are trying to achieve is possible. Play with the settings a bit. I have it in a way that if I type a domain that is assigned to a container, it will ask me first if I want to open it in its default container or a different one.
The idea of having a link clicked inside a container and expect it to go to a different container as a default setting, seems to contradict web standars. Now, if you've explicitly assigned the clicked domain to a different container, then yes, it should go to its container (which is how it works, to me at least).
There are (standarized) things that get sent to x.com when you click on a link to it on m.com. Stuff that wouldn't be there if you actually copy pasted the link.