For slider (patio) doors, the right analog to "Move with frame" for windows is actually "Offset from wall" on the general tab, not "Inset" of the doorjamb.
For hinged doors and other similar, they will always be flush with the side they open towards. To replicate the effect above, for instance in a thick masonry or superinsulated wall, need to break the wall and insert a thinner (potentially pony) wall. This is sort reflective of how a builder would think about it ("I need to make a really wide rough opening into which I will frame out the door with the desired inset").
For completeness, in case someone stumbles across this:
In the absence of replies here, I opened a support ticket. Tech support has (in my view correctly) characterized this as "not really a bug, but an oversight" and has suggested to the dev team that a change be made in a future version so that imported elevation lines go into Terrain, elevation data; just like imported terrain perimiter polylines go into the Terrain, perimiter layer.
They also could not think of a (current) workaround other than the one I am using.