I think I've identified what's causing the problem. Here's how to recreate:
1) Create a random step sequencer clip. Name it "ONE"
2) CTRL-drag a copy of "ONE" adjacent to it. They are now linked.
3) Next to this, create another random step sequencer clip and name it "TWO"
4) CTRL-drag a copy of "TWO." It should be appear to be selected. DO NOT left click on it.
5) Right click the copy of "TWO" and choose "unlink step sequencer clips."
If you follow these steps to the letter, making sure you DON'T left click on the copy of "TWO" before right clicking on it, then
all of the clips in the track should become unlinked.
If, however, you
left click on the copy of clip "TWO" before right clicking it, then choose "unlink step sequencer clips," then
only the "TWO" clips will become unlinked. The "ONE" clips will remain linked.
Conclusion: when making a copy of a step sequencer clip by CTRL-dragging, you have to make sure to LEFT CLICK the new clip to select it before choosing "unlink step sequencer clips" from the right click menu, otherwise all of the clips on that track will become unlinked.
This seems like a bug, no? When you CTRL-drag a clip to copy it, the copy appears selected by all appearences. However, as far as the "unlink step sequencer clips" function is concerned, it doesn't know that you mean to unlink only that clip until you've
left clicked it first.
This behavior only occurs on clips that you've just CTRL-dragged.
Worth reporting as a bug? Or have I gotten things totally wrong (possible - I'm on 3 hours sleep here

)