That behaviour in itself is expected, and doesn't reduce the privacy (well, not in any obvious way). You could weirdly argue it's *better* - because, the idea of me signing 1 of 10 (e.g.) would be "that could be any one of those 10 utxo owners", which is even more true if *all* of the utxo owners make such a signature ... it's a debatable point, but you want in an ideal world, that the behaviour of all the utxo owners is similar. For example, they all spend the utxo after the same amount of time (this is of course ridiculous, so the best you can do is "the rules of usage don't preclude spending at any time, therefore spending at any time doesn't leak information about the owner").
I'm sorry that my description didn't cover much detail, I explained the thinking behind *why* you'd want to make these kind of signatures in my blog post "RIDDLE".