I haven't tried this to verify if it works, but it may have been because those wall types didn't exist in the host file. On the File menu is Transfer Project Standards... perhaps if you use that to transfer all the wall types to the host drawing from the linked drawing first, then use the copy function, it will copy the appropriate type.
There is an alternative workflow that would limit the need to copy/monitor all the walls & other host elements... thereby reducing your need to manage objects that are not in your discipline, and limiting file 'bloat':
Instead of using wall hosted elements, ceiling hosted elements, etc... you could use face hosted elements. These elements will find the face of the object in the reference file... and move if the reference object moves.
For example... take a look at the Electrical Device "Receptacle: Standard" (i.e., in the Systems-default.rte project template)... when placing this family/type you aren't prompted for a wall... but rather options for vertical face, any face, or workplane... providing the flexibility to place this family wherever, but still retaining the association with another object... even through the link.
HTH,
Martin Schmid, P.E.
Autodesk Consulting
Martin Schmid
Product Line Manager
Mechanical Detailing and Electrical Design
Architecture, Engineering, and Construction
Autodesk, Inc.