I believe having a product marked as "active on web" but not available in a group should still mean that it appears online for a customer when they search for it. However, this does not appear to be the case currently, it only returns those that are in a web group.
Thank you for your feedback, I have reworded the title as this is more of an enhancement request than a bug. It has always been intended that products can only be displayed if they are in a web group because a lot of customer use a "Top Level" group to decide what to show on a site.
We could look at adding an option for this in a future version.