Just for clarification, for now demonstration projects are not generated using CubeMX.
SW4STM32 projects (generated by CubeMX) will support souce folders and include folders very soon
=> so importing SW4STM32 projects (generated by CubeMX) + enabling the copy option : will be possible
But to avoid duplicating files as you have mentioned, I think that examples will still use the linked files.
=> so importing SW4STM32 example projects + enabling the copy option : will remain impossible due to eclipse limitation
I have reproduced the issue using standard eclipse for C/C++
Glad to hear that Ac6 plans to fix/workarroud this eclipse issue, hope that will be soon