'There is not a "Join on Connect" and "Connect on Join" in the favorites dialog.' No, but I'm saying there should be, which is why I pointed out our miscommunication.
'a shortcut isn't going to suddenly point to some other location.' Concretely, if a shortcut points to D:\readme.txt , where D: is a removable disk or drive, then the particular target of the shortcut depends on the identity of that; it can point to many things. You also didn't address the mapped drive and internet connection "ambiguities".
Also, please see the edit in my previous post.