If I want to change colors for selected dynamic symbols, using Recolor will affect not local colors, but the original symbol.
This makes little sense. If I wanted to change the original symbol, I'd edited it and made the changes directly to it. If I have a selection, I mean to change symbols in it only.

To workaround it I can isolate my selection by locking/hiding objects I don't want to affect and use Select Same commands to recolor parts of symbols one at a time.