I believe this is very expected behavior! You should not be creating collision groups that do not collide with default for normal game purposes, this does not make any sense to do. In normal circumstances you’d have parts in a custom collision group that specifically do not collide with another collision group.
Please do not change this, this opens up the avenue for a huge range of plugins that use invisible parts for displaying adornments, such as my plugin, which uses a part that does not collide with Default to add extra adornments/surfacegui to the selection box around models, or to hide the default selection box. If Studio tools could raycast and hit this part, it would break the whole thing.
AFAIK, this is also very nontrivial to fix because this is deeply rooted into the way raycasting works, and many games already rely on this behavior to have parts that do not interact with their own systems and other external systems that use raycasting (i.e. developers cannot inject these parts into the raycast blacklist themselves).
The benefits from changing this behavior are completely unclear and arguably negligible in comparison to the benefits of keeping it this way. If this was to be changed, an alternative method for accomplishing all of the above must be provided first, because the ability to do this is critical for many games and plugins, including some of my own projects, and for some of my plugins.
Actually through some testing just now it looks like parts in CoreGui will still render adornments and surfacegui, which means I may not need this trick for my plugins, but it still is very important to certain systems in my other projects.