Media urls does not resolve when outside http context

Description

Steps to reproduce

1. Set up multi site with Alloy and a Find index running the latest CMS and Find (2019-11-18)

2. I have three sites set up and use site specific assets; localhost (has a wildcard host), sitea.com and siteb.com

3. Media uploaded to localhost gets indexed in Find with an url that looks like this
http://[domain]/[lang]/SiteAssets/ (See SearchHitUrl$$string in Find index)

4. Media uploaded to sitea.com, siteb.com gets an url with http://[domain]/[lang]/SysSiteAssets/

5. If I remove wildcard host on localhost site media uploaded also get http://[domain]/[lang]/SysSiteAssets/

Is this correct behavior?
Client is expecting all to end up below http://[domain]/[lang]/SiteAssets/
I am not sure what is correct. I am not sure if this is really Find related either.