Yes, this is the default behavior of the plugin. The BuddyPress group is a different module and it has its common media stored within the group media tab. Hence, profile media and group media are separately managed.
If you want to have your separate gallery which displays the public media you have uploaded to all other places using rtMedia uploader then you can have a page with below gallery shortcode:
[rtmedia_gallery global=true media_author=1]
Note: replace the
media_author Id with your