Well, you found the work-around and probably hit the nail on the head as to it "working as intended" 
But I see where you are going with this now and yes, all the members of that part "group" should have the same capabilities. What if the second view was a section and the original balloon part was omitted by the section?
This is very similar to how a radius callout works when 4 corners share an "equal radius" constraint. You can't just move the callout on the drawing. You have to go move them in the model sketch... even though the dimension properties dialog has Mod Attach available!
Sorry, but I still believe in dumb balloons, but I do hope that someday this will all work for everyone.