This is true for any table occurrence whether they reference a local or external data source.
You appear to have this relationship:
LocalTable::gType = ExternalTable::Type
and you then set up a layout that lists ExternalTable in Show Records From on Layout Setup. In such case, the relationship from LocalTable to ExternalTable has no effect on the records accessible in External Table. You have two options:
1) Create a layout based on LocalTable with a portal to ExternalTable on it. Then the relationship you have specified will work to list the related records from the external table.
2) Keep the layout based on ExternalTable and perform a find for records that have the type specified in gType. This can be scripted and performed by the onLayoutEnter script trigger so that the user only sees the records for the specified type when they enter the layout.