When you link nicknames, the other nicknames will expire even if you use a nickname in the group.
I think in the Anope config you should have the ability to set up group expiration or nick expiration.
Group Expiration: Each nickname in a group's expiration times are linked. So if you use one nickname, it'll refresh the times on all nicknames.
Nick Expiration: Each nickname, grouped or not, has its own expire time.
You could use the following conf value:
(Enabled)
GroupExpire (All Nicks Expiration Will Be Linked)
or
(Disabled)
#GroupExpire (Each Nick Has Own Expiration)