Well, to put it short: That’s how Dorico works. 
If you find yourself grouping dynmics everywhere to make them line up, you might have missed something at the entry stage of your dynamics: When you put something like “p<f” into the popover, those will be grouped automatically, thus aligning from the very first entry. When you then duplicate this group to other players, they also will be grouped (and linked) together.
So normally (given that you know your “groups” when you enter them) you only will have to un-group some dynamics when you encounter some special cases.