Hi Emanuel, thanks for the feedback! Let me just clarify that the arrows in the images shows the "access paths" only, not necessarily what the user is trying to access but rather, what the user CAN access.
The Roles pointing to a different DB/Tables is correct. Remember that SWAP just renames the tables so let me redo the scenario using rename instead of swap. ROLE_DB_A_READ have read access to all objects in DB_A, let's say we have TBL1, TBL2 and TBL3 in DB_A. If you rename TBL3 to DB_Z.TBL999, then ROLE_DB_A_READ now have access to TBL1 and TBL2 in DB_A and TBL999 in DB_Z. All the same objects, one of them just got renamed.
Does this gave some clarity with your concern?