I think there is a bug when multiple instances of a Block used in sketch, where all of the instances of the block are linked to an external file. To reproduce:

1.) Create a simple block and save as a block file (SLDBLK).

2.) Create new part and create a sketch inside it. Add several instances of the (above created) block into it, make sure ALL the instances of the block are linked to the external file (there is a checkbox for that during block placement). Save and close the part.

3.) Open the block file, edit and change it, for example by making some dimension different. Save and close.

4.) Open the part created in (2) and see.

You will see: only the LAST inserted instance of the block will change accordingly. All the other instances of the same block will remain without change. However, when trying to edit the instances of the block, Solidworks will correctly state that it is not possible to edit the block, since they are linked to an external file. Hence: Solidworks correctly knows the blocks are linked to the external file, but nevertheless it does not rebuild and update them when the block file is altered. Only one instance of the inserted block is altered, namely the last added one. Please, make Solidworks to correct the bug!

Attached, the part and the block which I used for this example. Note, that the block file is already changed compared to the state when I was inserting it.