This is somewhat expected behavior.
What you’ve done here is you’ve basically asked the agents to run twice the amount of monitoring (figuratively, as I’m assuming you don’t have the same number of machines in each MG (management group), nor that you have the same MPs collecting in all both), therefore increasing the agent utilization.
I’ve had management groups monitoring other MG’s and seen similar results. Where I am now we have five MG’s, most don’t monitor each other, but I have a “prod” MG that monitors them all. I see high agent utilization fairly frequently, though I’ve intentionally increased the thresholds as per Kevin Holman’s docs.
One other thing to take into account is that if you are monitoring the management servers from another management group, the management server agents will be seen as normal agents, and can be restarted when the thresholds are breached – this is not good and you’ll need to disable these two monitors for management servers that belong to other management groups, to prevent this: