Great question about Sync vs Shortcut. 

I think it’s really interesting when people think that the files “within” the Shortcut are their personal copy. Then they delete the files from “within” the Shortcut. 

A OneDrive Shortcut is much like a Shortcut to a folder in a traditional file share. They both “teleport” you into the files that are shared with everyone. So everything we change including deleting files, effect everyone sharing those files.