MC Shouldn't be importing files on the SD card unless Auto Import is set up to do so. You should be able to use Handheld Sync to send files to the SD card, and that's it. The converted files should not be in the Library.
If you were using the Convert Format functionality to manually convert the files, then there is a setting to "Leave original file; add the destination file to library", which could have been selected by mistake. But you are not using Convert Format.
MC saves the path of all files in the Library, but not specifically to Playlists within the Library. Playlists inside MC don't work that way. Of course, when you use Handheld Sync the Playlists used for the transfer are sent to the device as files, and those contain the path of the files on the device. But that won't result in the converted files appearing MC.
Some people have accidentally included the Cache location in Auto Import, which results in copies of all converted files ending up in the Library.
Of course, if you had "Fix broken links" in Auto Import set to "Yes" those missing files on the SD card would be removed from the Library. But that setting has to be used carefully.
Since MC25 Handheld Sync you can specify an "Audio Filename Rule" expression, so you can name the synced files as you wish. If the DAPS just play by filename sequence, you should just be able to select the Smartlists in Handheld Sync to have the files copied across. The Smartlists will be refreshed when the Sync is run. If you are copying the tracks to a Playlist to curate them a bit before syncing, what you are doing makes sense. I guess the sort by [Name] would help with the review process, but wouldn't be required otherwise.
Note that my experience is with the Windows version of MC. You Mac version may work a little differently, particularly in some of the details of Handheld Sync.