They are added to the group, but are pending approval. They can't add new content or anything of the sort until approved. If you mean they're being added to the group and are immediately active you maybe have the Moderator View Access Level configured incorrectly in CB > Configuration > Moderation resulting in users being treated as CB Moderators, which are not subject to approval.

Any way to ask users to fill in a form or a text message upon joining a group

Nope, there's not functionality for that. Best I can suggest is redirecting them to some custom HTML form on the gj_onAfterJoinGroup trigger using CB Auto Actions.

or move them to a specific joomla group?

That's doable using CB Auto Actions acting on gj_onAfterJoinGroup trigger, but they won't be approved yet at that point so you'll probably want to use gj_onAfterUpdateUser trigger and check that [var1_status] is greater than or equal to 1 to ensure they've been approved.