Understand your frustrations. I’ll throw you a few quick answers.
Long treatise on how Always On works here, though Sense may have tweaked the calculation since then.
Anything you do to give Sense guidance on when a device is going on or off really doesn’t have enough time accuracy or repetition to aid machine learning. But your negative feedback, once a device has been found (Device is not on) is helpful. Theoretically, Device1 is conflated with Device2 now, would also be useful if both were detected devices, but that option isn’t available yet.
Your suggestion that Sense allow you to “lock” a Model is an interesting one, but comes with lots of complications. It means that Sense would need to maintain individual house-based models, you wouldn’t get the benefits of (sometimes) greatly improved detection plus changes in your house, and changes in other models your house uses, could still “dislodge” your correct detections.