HDL Error: Jobs and Grades need to be in same set?

Summary

When loading Jobs with Job Grade component via HDL I am told that both the Job and Grade must be in the same reference data set. However, when assigning a grade from the UI I can select a COMMON grade

Content

Can someone please explain why Grades and Jobs need to be in the same set for HDL but not from the UI when updating a job? Has anyone experienced this and found a workaround other than manually updating jobs? Ideally we'd like to keep all Grades in the Common set as they apply across the enterprise, but Jobs remain in the respective data sets.