I see. That's not weird at all because the rigid body acts as one body. Adding additional meshes and shapes does not change its behavior. You seem to be expecting that the body's center of mass will move when adding additional shape children, but this is not the case.
The RigidBody's center of mass is its position. You would need to distribute those collision shapes around the center as desired to change it. For example, here are three rigid bodies with multiple collision shapes. Notice how I've placed them relative to the body's position:
When they fall to the ground, they pivot around their center of mass: