As for the other two points:
Yes, they are both by-design.
1)There is no OOB relationship between contacts and segmented tables
2)The real-time segment(msdynmkt_virtualsegment) are virtual tables and do not support the creation of relationships.
If you insist on getting contacts related to this segment, you can refer to my answer in this similar thread.
--I provided two workarounds to get contacts in the segment.
I hope you can mark my answer verified if it answer your question! If you have any questions, please feel free to contact me. Regards, Leah
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