Set the group to invite only. Otherwise it's publicly viewable. There is no parameter to specifically hide the user tab from non group members.

OK, but do you plan to change this in the future?

Somewhat, it's planned for Approval types to hide all content until a join request is accepted (group it self is still visible). Invite will be renamed to Private (still function the same). An additional type called Page will also be added (disable the user management features of groups). At this time those are the only planned changes for group types.

I don't know if it is a good way always to show all group members?

Depends on your usecase. It was designed after other social platforms group functionality, which publicly displays member lists. So as far as GJ is concerned it's doing as designed.

If you want the tab private then I recommend using Invite type for invite only. Your alternative is to modify the template files and add extra checks to the users tab output.