Is the secondary usergroup you are talking about also set as the Wiki Moderator group? If it is, the behavior is expected. A user only gains permissions from this group if they are actually assigned as a moderator to that part of the wiki. If they are not assigned as a moderator, the user's permissions from this group are treated as Not Set.
If you want to grant permissions via a secondary usergroup, you should use a different usergroup that is not used for admins, moderators, or guests.
Otherwise:
Is there a tooltip available for the "Not Set (No)"? Is it inheriting "No" (red underline), or using a default value of No?
If it is using a default value of No, then there is a possibility secondary usergroups are not being used. This would be a major security issue. However, I cannot reproduce such a problem on my test site - my test user is correctly earning permissions that are only set in the secondary group.
EDIT: This does not affect your situation, but I have fixed a bug for the next release where a Not Set value from global usergroup permissions was incorrectly labeled as an inherited No on the access mask page.