To be honest......I don't think out of 3 or 4 random dragons that have flown overhead none of them have landed to fight me. Aren't they suppose to fight me?

Or is this a bug or something? How do I get them to fight?

It's not a bug. Not all Dragons are hostile towards the player by design.

Also, if you're not in a large enough area for them to attack, they won't land.

I have been attacked by almost all dragons flying overhead on my warrior character, but on my stealth character, 1 out of 3 dragons will fly around a while and eventually give up on me.

Some just fly around making ppl nervous.
Also, from their point of view, you don't stand out that much ... unless you actually hit them.
I've hit some with Dragonrend and they ignore it, presumably because they are scripted to just fly around.
It's irritating.

Want to fight them all, you have to get their attention. Lightning bolt works for me.

Maybe you are too scary... they fled... Kidding, no, not all of them fight you on sight.

No, I encountered one outside of whiterun that just flew around. I chased him for a good 15 minutes then decided it wasn't worth my time. I had one outside of Windhelm yesterday that was busy fighting chickens. Then again yesterday out in the middle of no where who fought everything but me. I eventually coaxed him into a fight when I killed all the horkers around and left him with nothing else to fight.