When I was learning quantum mechanics, there were many concepts that confused and bothered me because people explained things in a loose and inaccurate way. Other incorrect statements that confused me for a long time include:
"Fermions cannot occupy the same quantum state. Bosons can."
"It's not possible to measure the position and momentum of a particle simultaneously."
And while not QM: "Mass can be converted to energy."
Essentially, schools teach the approximations first, which leads you to believe that reality works a certain way, and then you think of all sorts of situations where these rules lead to paradoxes and contradictions, and then you have to relearn everything the more accurate way, while trying to expunge the old, wrong stuff from your brain that likes to stick there.
In my undergrad, I thought of plenty of ways that "entanglement", based upon the way it was explained in class could be used to transfer information faster than the speed of light. The professor didn't have a rebuke against my argument (granted this was a chemistry professor, not a physics professor), and essentially it was because everyone was repeating wrong, catchy phrases to each other. I don't think "Entanglement is the fact that a multiparticle wavefunction cannot be decomposed" is a particularly complex idea to understand. Everything else kind of falls out of that statement.
In my opinion, the most accurate theory should be taught first, and then the less accurate approximations can be derived as limiting cases of the more accurate formulation. And if the math is too complex for the more accurate version, then clearly specify what fallacies or assumptions are being taken. One of my statistical mechanics books does this really, really well (the one by McQuarrie). Disclaimers are all throughout his book about how the equations apply to limiting cases and approximations, what those approximations are, and how using those approximations causes the result to differ from a more accurate theory.
Regarding your general theme: I understand that confusion can arise if seemingly informal language is taken verbatim as a formal statement. I do not think that the solution is to abolish the former, which can be extremely efficient to reason in and communicate with (you gave some examples in your post), but rather to educate on the interpretation. It is unfortunate that this is not always done, as your experiences suggest.
To say that we should do better and bring the environment back into the picture is missing the point if we are interested in the correlations between Alice and Bob. These do exclusively depend on their joint state (mixed or not).
By "real", I mean that the concept of a density matrix is derived completely on top of the postulates of quantum mechanics in combination with the Born rule. There's nothing fundamental about mixed states; you can also have classical mixed states (e.g. deriving thermodynamics from classical statistical mechanics). It's essentially just taking the postulates for pure states and applying a layer of statistics on top of it. I believe it was von Neumann that originally did this? In other words, the density matrix formulation does not add any additional predictive capability to physics that the original QM from the 1920s did not already provide. It's just a more convenient tool for connecting QM to experimentally realizable systems. Do you disagree with this?
When you lose entanglement due to decoherence (specifically, the off-diagonal terms of the density matrix approaching zero), these correlations are lost because you're essentially performing a measurement. But they still exist in the whole Alice + Bob + you and your measurement device system! But then, this starts treading into the discussion of the whole unsolved measurement problem which I kind of wanted to lurk around, since no one ever gets anywhere with those discussions.
Indeed your last point ("To say that we should do better and bring the environment back into the picture is missing the point") is essentially the whole picture I'm focusing on. Perhaps my background with quantum chemistry has slanted the way I explain things on here, because you're never collapsing these systems when you perform simulations of them to calculate their properties.
Again, the basic point is that the notion of entanglement refers to a choice of subsystems. Your statement that "All components of a quantum system are always entangled" is either trivializing the discussion or demonstrably false.
"It's not possible to measure the position and momentum of a particle simultaneously."
can be interpreted as that it is not possible to acquire any joint information about position and momentum, which is incorrect.
The correct statement for the third one is that energy is not a substance; it's a number that is conserved as a result of the invariance of physics under time translations (see Noether's theorem). Thus, mass has an energy associated with it (see stress-energy tensor), and a particle that has mass can be converted into other particles that do not have mass, but energy is just a property that remains constant (except under GR, but then that's a whole other can of worms).
bmnmasdas pointed out what I meant with HUP.