i think this is the normal behavior indeed.
- if you /logout on purpose then you will always leave the group
- if you are disconnected then you should remain in the group. It is possible however, if it is a server restart for example, than when you log back in, that all your toons will be in their own instance, at the entrance.
In that case you indeed need to run out, and reenter the instance, which will automatically make you join the leader's instance.. or something.

if just one of your toons disconnects during an instance and you log back in, it should still be in the group, and in the right instance, and at the point where you where in the instance.