Is it me or has anyone else experienced this?

When i'm on a run or something and i'm with a guild mate, we'll be playing and then someone in our guild, who is not even in the same dungeon, will say something in guild chat and it will pop up over the person who i'm playing with.

Is this supposed to happen?

So lets say there's 3 people. Yumoron and I are playing in AO3 and Mina who is playing in the Sewers says "hello guildies," that message will show over Yumorons head.

Not a big deal but it's a little confusing sometimes. Just wanna make sure i'm not crazy. I tried to get a screenshot but it happened too quickly..