Yeah, and I found it weird. Aren't the nine members of a group supposed to stay together, otherwise what's the point of calling someone "seven of nine"?
Why assume that? They're part of the same grouping within the organization, but that doesn't mean they have to spend every moment together, or else what's the point of having nine of them? They made up Unimatrix 01, but each one had its own distinct role to play in that sub-unit, and they might have often had to separate and perform different physical tasks in different parts of a cube, say. And their interconnection was mental, not physical. No matter how widely separated the components of a Borg unimatrix are in space, they're still thinking as one entity so long as their subspace link is active.