Sharing a document library with external users

That would be because of the way groups work in SharePoint.  No matter where you create a group they are attached to the site collection.  So when the invitation is sent its sent for the root context of the group.  But the only permission the user will have in that site is Limited Access.  So all they will be able to do is access the site and see the document that they do have permission to access.  They still only have permission to the document.  The only way to create an invitation to just the document is to share the document with the user individually.  The user will still get limited access to the site, but the invitation will be in the context of the document.