I can not get the "Selected Objects, Data and Materials" option in the Make Local menu to do anything different then just the "Selected Objects". I'm expecting it to make not only the object but the object data and materials local, yet it is not.
I have the same trouble with the "Selected Objects and Data" option.
I have tried with different linked objects, and in a saved and unsaved file, yet still the objects' data stays linked.
Here is a gif showing what I'm doing and that the object data is still linked to the source.
