Just found this thread. Running 3.5.3.
I was wondering the same thing.
The documentation is not clear. It reads like if the users account is suspended then they are suspended in any enrolled courses. To me that is just logical. But, that is not the way it works.
I discovered this issue while exporting the grade book and found suspended users at the site level were still included even though the Exclude suspended users block is checked.
I did find a thread that discusses the use of csv files to mass set course active/suspension (Suspended users show 'active' in previously enrolled courses) and an old, but active, tracking thread MDL-35731)