This is by design. The idea is to have every disk be autonomous, which increases robustness and is particularly useful for external disks, as that allows them to be used for managing the library away from the main computer.
Setting this up is currently a manual process – see “Splitting a library over multiple hard disks”. We do plan to include a UI for managing multiple disks in a vastly simplified way, but this is something that had to be postponed for after the 1.0.0 release.
Edit: Also see my earlier reply in the dedicated thread: Scanned Folders list only shows C: drive