That is correct. If the customer is a member of a customer level that has a discount applied then they will see the customer level price. It's a fairly simple modification to also show the sale price on the page (eg. you'd show regular price, then sale price, then customer level price), but the customer level price would be the price used in the calculations. Changing that behavior would require rewriting our pricing logic.
Where are you trying to display the sale price (you're just trying to display it correct...not use it in your calculations)?
<a href="http://www.aspdotnetstorefront.com">Shopping Cart Software</a>