I think the problem may be set specific. When I made the locker room render above the room material settings did not get modified when I merged the girls into it. Just now I started another render using the outdoor scene and merging one of the girls that had no prior Reality settings wiped ou the buldings settings and converted lights once again...

 

On another topic since we are using Reality / lux does it make a difference if one applies the DS MATS to sets when included?