Strange difference when convert texts to outline in two different way

I think that the other folks in your thread have covered the high points, especially Peter's "leftover from Quark" hunch, and Brad's "Wow." Indeed, wow. But I see that you have questions in your original post that are still unanswered, so I'm going to pretend that what you are being asked to do by the magazine company is Cool and Good. It's not, but I'm pretending. 

Anyways: when you use the second method you describe, you're selecting text with the Text tool and converting it to an inline object. So when you select all and convert to outlines, it's actually a graphical object in a text flow. You can select just one word with the Text tool and convert to outlines, and it'll behave as if you pasted a graphic into the text flow.  I used to do it all the time, back in the Old Days, when I'd have just an occasional Arabic word showing up in the middle of a bunch of English text. 

This means that, when you select all text with the Text tool and convert to outlines, that you have a text frame with no live text and a single graphical object inside of it. So you can change that text frame, but you can't delete it. I'm not sure what changes to the text frame you'd want to make, but there you go; it's possible. 

When you observe that the texts look grouped together but can't be ungrouped, that's because they are a single compound path. You could un-anchor your outlined text and then Release Compound Path, but that's not likely to be useful to you, because many outlined letters are also compound paths, and when you release 'em they look like this:

You can also concievably select individual letters of your outlined text with the Direct Select tool (the white pointer) and copy/paste them out of the outlined text, but I can't advise that you subject yourself to that tedium. 

Hi thanks all the feedbacks:). But that company doesn't accept pdf, only Indesign CC or EPS. And this time we luckliy don't have any underlines or whatever, so the outline in Indesign(as that company asked for) can work.

Why are you doing this??  There is no reason to convert to outlines in this day and age unless you're doing something very specific graphically.