Hi Sam,
Yes this is expected, GSEA and its variants like ssGSEA are designed to use the information for all expressed genes as the input, then from within that the overrepresentation of a subset (gene set) is tested. Utilizing the expression information for just the genes in a specific gene set is not the correct way to run this analysis.
If you have any questions about the specifics of how to run GSEA, GSEA best practices, or the method, please feel free to reach out!
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego