Creating a multisigaddress using public key from 2 different wallets or using public key from 1 wallet only? Which one is correct?
This is (unfortunately) the correct behavior in Bitcoin Core. This is due to how the wallet is structured and what it determines to be part of the wallet.

In order to be able to have the multisig address be "part" of your wallet, you need to import it using importmulti or importaddres. That way it will be added as a watch only address so the wallet will track transactions to and from it.