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I've tested in Maya 2016 and Maya 2017 they both have the issue.
This is not an issue in Maya 2014.
It seems that when adding a constraint to dynamic rigid bodies, the rigid bodies in the constraint no longer collide with each other. They collide with things not attached to the constraint.
After some searching in our defect Database, I did come across this issue logged as MAYA-42792 for your reference.
At this time, there is no workaround, and the defect is with the Maya Development team. Hopefully this gets fixed for future releases. Thank you for reporting this issue. I wish you best of luck on your projects!