Good question! Files (Attachments) in Shotgun in a File/Link field work a little bit differently than data that’s stored in an entity or multi-entity field.
Attachments (a File/Link field’s contents are an Attachment even if it is a web link) are different from entity and multi-entity fields. You can’t “link” an attachment, in multiple places like an entity via a field, a new one is always created if you replace a field’s value. The difference makes for the different duplication behavior.
I can see how it’d be useful to populate this info, and even “share” the File between the records where it’s referenced. This would be a great idea to submit to our roadmap site.