SourceLink information not retained after copy/pasting package to a different location.

Due to legal reason I cannot disclose any screenshots of this issue to the public.

I have a set of nuget packages that are being built on Azure Devops Server with SourceLink. These nuget packages are dumped by a pipeline to a fileshare. So far so good.

However when I copy the nuget package onto my local machine. The SourceLink information just vanishes.
I've observed this issue by leveraging the NuGet Package Explorer.

Is this an intended feature with SourceLink. Or do I need to investigate potential firewalls between me and the fileShare.