I think your case is the minority.
I believe it used to be the case that the first time you inserted a new CD, the dialog would appear. I'm not sure if this has changed, or there are factors I'm unaware of.
Generally the album metadata pulled from JRiver's servers is very accurate, and you wouldn't see this. If the disc is not yet entered into JRiver's servers, then FreeDB is used, and the data there is sloppy. So this could cause what you are seeing.
I'm wondering if it might be a good idea for the dialog to be shown whenever the track data would present this situation (you can't create this situation if the data is entered via the dialog since you only get one value for the relevant fields). The question in this case would be, what values to use when they vary across tracks, and should the dialog values override existing values).
Ultimately, its a garbage in/garbage out situation. MC groups according to the metadata, so it needs to be consistent.
By no means do you need to delete the track (but it might be instructive to see how things work). Correct and make consistent Album, Album Artist (either blank it out, or set one value). If your tracks are in different folders, move each track into a single folder per album. You can use Explorer or MC's Rename tool. It is really easy when you know how it works. But is confusing for some new folks, as there are several pieces to figure out.