Applied for a UK visa as a couple, but only wife received a notification about getting her passport back. Should I be worried?

You and your wife applied for the UK Standard Visitor Visa and used UKVI's commercial 3rd party to submit your applications. You applied as the primary and your wife applied as a dependent. Your wife got a notification email and you did not and this is creating stress for you. So you have asked...

Would UKVI send only one package for group of applicants (we are at the same address), or would they be sent separately and I need to wait for mine to arrive?

You need to wait for your notification to arrive.

One scenario is they may have decided that they want a different ECO to decide on each application. This would especially be true if you or your wife have a history with them. This can cause the decisions to be posted in a random order, and it's nothing to be concerned about.

Another likely scenario is that your evidence as the primary was sent to one of their Risk Assessment Units for analysis. The consulate got the word that the analysis was complete and emailed your wife, but could not email you because they were waiting for your stuff to return.

After your stuff was returned from the RAU (or any other of the analysis units they use), they emailed you. This would have resulted in separate emails and separate bundles being returned to their commercial 3rd party now awaiting your pick up.

There are other scenarios where a primary's application can get separated, but this is the most likely.

Should I be worried?

The "best practices" approach is to avoid second guessing what is going on behind the scenes. There are lots of things that can cause these types of situations and there's no chance of guessing what is happening. "Post-submission Anxiety", however, is common and there's no cure for it other than to brass it out.