It means they always have to have a zener protocol connection, which depending on circumstances can mean a unidirectional broadcast someone else can detect, similar to a radio or a wifi hotspot. There's an escalating grade of 'loud' to Dolls communicating on the zener protocol; a physical wire (undetectable), laser communications (mostly undetectable, but requires direct line of sight) and going full wifi, which is the 'loud' part; it'll clue in to anyone who spots it that there are multiple Dolls around. Whether this gets lost in the background noise depends on the environment; in a city with lots of doll signals you'd probably mostly get away with it.
More relevant is that with the linked option, they
have to maintain that zener protocol connection in some way or form, or one or both will enter a failsafe mode until the connection is re-established.
And yeah A-Dolls and T-Dolls are fairly easy to tell apart by anyone familiar with them, and
very easy to tell apart for other Dolls. It's mostly a matter of chassis; an A-Doll chassis is generally a lot cheaper and lighter and typically possesses about human-level strength and reflexes. T-Dolls also regulate their heat a lot better to avoid being visible on thermal cameras.
With MGs, don't get too tied up in GFL mechanics; you have vehicles, you can mount them on them. You can even get Doll-Technicals if you wire a mainframe into a self-driving car and boot it up correctly.
If you'd captured the hackers and impressed the KCCO more, you'd have gotten a Kamaz Typhoon for your ride home with the option to upgrade it with a Generation 1 doll mainframe hooking into its driver controls and remote-controlled turret