Some background info: SketchUp layers aren’t locations in the model hierarchy, as layers usually are, but more of tags assigned to objects. For instance a group can have one layer and contain a nested group with another layer which in turn contains a component with a third layer. Thinking of layers as locations, or layers, doesn’t make sense in SketchUp as what the groups and components are located in are other groups, components, or the model root. The layer is simply something other than a conventional layer, but sadly uses the term layer anyway.
Since groups and components, not layers, define contexts in SketchUp and prevents sticking, the community has more or less reached a consensus about avoiding geometry with different layers in the same drawing context. Doing so risks accidental merging and morphing with hidden content. To get around this it is highly recommended to use groups or components for everything that is a distinct object, and apply the layer to that group as a whole.
Applying the layer to containers also allows you to go back into them and edit them at any point, without having to remember to change the active layer to whatever layer the object should use. It is also worth mentioning there is clear feedback from the program what group/components you are editing, in the form of the rest being grayed out or hidden, and the bounding box of the active object being shown. There is no such feedback for active layer.
Why SketchUp even has a control for changing active layer is for historical reasons. The rules of layer usage has been developed by the community and then gotten into the official SketchUp training, and apparently the original designers of SketchUp had other ideas of how to use layers that turned out not to be that good. I’d very much like for the control to be gone to stop confuse new users, and instead let the two or three people that have use for it in some special workflow use a plugin to set the active layer.
EDIT: Another design approach would be that the active layer only applies to inserted or newly created groups and components, not the sticky geometry.