Hi!
In Groups, I believe the Album pulls default Privacy setting from the Group type, since it is Open Group the Albums should be set to privacy Everyone. In one of the Groups (Middle School) in our website, an Open Group with tons of Albums/Photos, a non-group member user can see the Albums but when the user click on one of the album it says "No photos available".
Personally, I like the default behavior but it should not say:
"No photos available"
but rather
"Please join the Group to view photos"