my cosmos do that, ive been growing them for years, my orange bright lights seeds are the only ones that spread out all my others stay in a group :)

I wondered the same thing! The spiky orange cosmos seeds are obvious when they are ready. The seeds on the other cosmos seems soft though. Do the seeds get harder when they are mature?

yes they will get harder:)
i always wait till the stems under the head are brown before picking. dont know if you have to, just my way of knowing there ready.