That sounds normal.  Saved groups launch the apps and add the windows.  Once added they will not be added again should a user remove them and relaunch the app as Groupy didn't launch them so has no idea you want that vs opening another window of the same app.

If you want rules to apply on each window open you need to create custom rules which you can do from the grouping rules page in the config window.  Be aware this will setup rules which will always apply such as always add notepad and VS code windows together etc.