Hi Harry,
Thanks for posting in the community.
For the reference you provided, it actually also uses the OneDrive client to sync these SharePoint libraries. After you sync the SharePoint library, the library folder will exist in the file explorer.
For your concern, yes, there is another way to map a drive to your document library without using the OneDrive client while in some threads, other members mentioned the sync issue would happen and you may have to remap again to fix the sync issue. Using the OneDrive client is a more stable way to synchronize files.
Based on the situation, I would like to suggest you still use the OneDrive client to sync SharePoint libraries. Please remove the shortcuts from your OneDrive (go to OneDrive for Web), then use the OneDrive client to sync these SharePoint libraries. Also, to store these files locally, you can right-click these SharePoint library folders/files in your file explorer and choose “Always keep on this device”. After that, please check again.
Regards,
George