While not immediately apparent, that is in fact what is supposed to happen. Quoting from the manual:
The randomize() function sets the seed to a random value. Should you need to keep a consistent value over a number of runs of a game, you should be using random_set_seed().
Please note, that when using the random number functions in GameMaker: Studio the initial seed is always the same, as this makes tracing errors and debugging far easier. Should you wish to test with true random, you should call this function at the start of your game.
So by default, GMS and GMS2 both essentially use a seed, and randomize() is necessary if you don't want that.
(Personally, I think randomize by default makes more sense as by the time you know or care that it isn't you could easily set your own seed for testing purposes, but that's the way it is.)
Edit:
Sorry I'm new. How to do this?
Just put:
In some object that is called early in the game.