Why would this be weird? A basket of securities is more diverse which spreads out your risk. Therefore, it makes sense that, in general, it would be more liquid.
Though I agree that long-term, smart investors will prefer to own a diversified product because of that lower risk. So it does make sense that whatever diversified product they choose becomes more liquid than its constituents, just for the small number of winners they coordinate on (thanks to better marketing, lower fees, better deals with market makers, etc.) and not all ETFs with comparable risk profile.