I think this would be the expected behavior, since replacing an item by alt-dragging really means the new item inherits all settings.
There is a probably easier way to do this, though. Select Comp A nested in Comp B, point to an existing marker, right click and choose "Update Markers from Source". This will replace all markers for the Comp "layer" with the Comp-time markers nested inside the Comp.
As explained, for newer versions this is expected behavior. In older versions it couldn't work this way, because the number of markers was limited, so existing ones had to be updated to reflect changes. This no longer applies, as the number of layer markers you can have is now about 1000 or so, so naturally alt+dragging will add new ones while retaining the old ones.
Thanks guys - ALT drag DOESN'T work but the 'Update Markers' on right click (which I'd missed!) is perfect