Alas, these projects all run on AWX, so we can't rely on documented extra steps. It needs to work using the existing AWX scm update processes.
We get away with it as long as the required collections are already installed in one of the collection path directories. And they often will be on local workstations or AWX. But we obviously can't rely on that.
We'll either have to move these roles into our "collection-common" project from which we build our common collection, adding the dependencies to galaxy.yml there, or we'll need to ensure through our CI pipelines that projects pulling in the common roles include their required collections in each project's collections/requirements.yml.
This is not at all the answer I was expecting. But at least I can quit trying to make the unworkable work.