Yes, please keep us updated about what support says here. What you described should work.
Did you get any response to the support ticket you put in for this? I'm having the same issue.
I think the question is why you were expecting that clicking a tracked email link will always re-associate an already-associated cookie with the latest lead. It's not documented to work that way.
If you want the most current lead to be associated with future Visit Web Page/Click Link events, then when you see a mkt_tok, delete any existing cookies before running Munchkin.init(). Then you'll get a new cookie, and that cookie will be associated from the start with the new lead.