As PeterT said, the shelf management is one way, from calibre to the device. Doing it two way is a lot harder as there has to some way to know if the book on the shelf on the device was added there or removed in calibre. Yes it is possible, but I haven't had a real need to do it.
The only other thing is that it doesn't affect books that are not in the current library. If you sideload them some other way, or they have come from Kobo and don't match a book in the library, the shelf status is not changed.
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