Downloading a Sim into an existing game from your Library should not be resetting the trashy aspects of Eco Lifestyle game play or Island Living! I downloaded some news sim into my existing game last night and that didn't happen, nor should it, so maybe a bug there.
Yes, if you already have that particular sim in your saved game then you definitely should not download them again as that will cause 2 sets of the same sim running around. But if your sims are already in the game save that you are playing I am confused about what your initial problem is/was.
Is it simply that when you phone the other sims up they won't come to your current active sims lot? So therefore you feel like you never see them in your game unless you are actively playing them?
With Managed Worlds being greyed out, that is strange, you should be able to hit F5 in Live Mode and that should open up a menu where you can choose to Save and Go to Manage Worlds or Just Go to Manage Worlds or Cancel.
I may be incorrect but it sounds as though you are playing two different saved games and wishing that the sims from both were all together in just one new save game?