If you don't have the group selected, and you just click and drag immediately, you'll move an object within a group. If you click to select the group, then click again and drag, you'll move the whole group. This is super unintuitive and annoying, but can be dealt with once you know that it's happening, and can be occasionally useful if you need to rearrange things within the group without ungrouping. I agree that treating the group like a group would be better though, and this behavior makes me rarely use groups. Unsure if it's a bug. It's been that way forever.
