A DFW (Distributed Firewall Rule) is created with an Applied To group assigned but the rule is applied to VM's outside of that group.
vDefend Firewall - All Versions
vDefend Firewall with Advanced Threat Prevention - All Versions
When an Applied To is assigned at the Policy level it will override any settings on the individual rules. If will cause confusion when a different group is assigned to the Applied To on individual rules as it will be ignored.
See the NSX Manual. https://techdocs.broadcom.com/us/en/vmware-cis/nsx/vmware-nsx/4-1/administration-guide/security/distributed-firewall/add-a-distributed-firewall.html
To prevent the confusion, there are two option: