Hello,
Each connection to a MOM or Collector from a workstation is direct and independent (by hostname or ip address, tcp port, user and password). The self-balancing that is administered by the MOM is applied to the agents that report metrics to the collectors, depending on the availability of each collector's processing (calculation made by the MOM), modifying in hot the collector of destination of the agents. Given the above, what you observe is normal.
If a workstation is connected to a collector, you will only see the metrics of the agents that are reporting to it (investigator), and from the management module editor, only the modules implemented in the collector.