I tested this by importing a 1000 Hz mono sine with a peak of -6 dB, and then duplicating it twice. I used Process -> Gain to lower the first clone to -7 dB, the second clone to -8 dB. I then selected all three and used Process -> Normalize to set them all to -3 dB, and then verified that they all do in fact now peak at -3 dB.
I tried selecting them three ways: selecting the track, ctl-click on each clip, and dragging a selection box around them. How they were selected made no difference.
I also tried normalizing to a lower peak, -10 dB, and that also worked as expected: all three clips peaked at -10 dB.
I then split the clips to see if that made a difference, as described above. It didn't.
I've run out of ways to test this. Whatever's going on here, it has to be data-specific. Want to send me a test project so I can try it on the same data?