Hi Dennis,
similar things occur if you add javascript stuff using the clickable
lib - they are present in the externalized pdf but will be ignored
when including it.
If so, then it is "a known issue" for which neither tikz nor pgfplots
have a solution.
This might be a problem of the graphics inclusion methods at hand...
in this case, you may want to reformulate the question as in "How can
I preserve OCG layers using \includegraphics{<some image with OCG
layers>}?"
Could you verify that \includegraphics fails to include the OCG layers
even though the included pdf has fully functional OCG layers?
This might indicate the next steps.
Best regards
Christian