Hi @Anonymous,
"all users that have a license gets automatically added to CDS" means that once these users have a license assigned in Office 365, a new user record is created in Common Data Service (CDS) just like in your screenshot for point #3. If the environment has no security group assigned then all the users get created, but if a group is assigned then only these user within the group. Non-members of the group will not have a user created. If the security group was assigned after creation of the environment, then non-members will automatically get deactivated in the environment. I just tried at it works as expected.
One important note, you cannot assign a security group to a default environment, the name with a suffix of "(default)", and therefore, all licensed users will exists there. Maybe this is your issue?

So in your last screenshot, the "enabled users" view is select so either all these users are part of the group or it's your default environment. Do yo have any disabled users?
Hope this makes sense!