What was the briefing at the beginning of the dive? If the briefing was that the whole group needed to stay together, then it was incumbent upon you and your two friends to pay enough attention to notice the rest of the group moving off, and to stop photographing and go with them. (BTW, having to do that annoys the dickens out of me.) If the briefing was that you and your two companions were a team which could move independently, that's a different story (and I don't think Cozumel permits that).
I don't see the DM as having the responsibility to keep the group together, especially if that's the way the dive was briefed. On the other hand, I did have an experience in Cozumel where we had five divers as a group, a single diver added to our boat for the day, and a new DM. The new DM said he understood that we were all experienced divers, and his one request was that we stay where he could see us, which seemed reasonable . . . right up until the moment said DM and additional diver took off like scalded cats, leaving the rest of us in the dust, and causing one of our number to swim up to the rest of us with wetnotes saying, "*&^% the DM", with which we all agreed. (He did finally figure out that we had no desire to move at that speed, and he and extra diver eventually waited for us to catch up.)
I don't see the DM as having the responsibility to keep the group together, especially if that's the way the dive was briefed. On the other hand, I did have an experience in Cozumel where we had five divers as a group, a single diver added to our boat for the day, and a new DM. The new DM said he understood that we were all experienced divers, and his one request was that we stay where he could see us, which seemed reasonable . . . right up until the moment said DM and additional diver took off like scalded cats, leaving the rest of us in the dust, and causing one of our number to swim up to the rest of us with wetnotes saying, "*&^% the DM", with which we all agreed. (He did finally figure out that we had no desire to move at that speed, and he and extra diver eventually waited for us to catch up.)