If used and working correctly, then they definitely should go back in the same way they came out so that the lifters' wear matches the cam's.
Yes, mine had the groove all the way around, but I didn't look closer for differences from side to side. I just put them back the way they were in the old head, following the factory service manual directions too.
Fixed Up a white 2001 P-code SE Sedan
including rebuilding the SPI (see my threads)