I noticed by accident that I could not use the Include keyword in the middle of my ssh_config file, between other Host blocks. (Not inside a Host/Match block). I had to move it up to the start of my file, before all other Host blocks, before it worked.
This can likely be closed because I discovered later, too late, that Host/Match blocks are terminated by the next Host/Match block. So when I tried to put an Include statement in the middle of my file it was not "standalone", it was in fact inside the last Host block. Moving it up above Host blocks made it "standalone". This is not clear unless you read the Host/Match block manpage sections.
Close all resolved bugs after release of OpenSSH 7.7.