Instead I prefer to do groups by using a send bus. This done by sending the signal to a send while simultaneously removing it from the main mix. You can then add your processing right there in the send bus, connecting back to the send returns and using it's controls to mix. Or you can route your audio to an additional mix track to access the full Record mixer for your group.
This is actually the way you would do it on an analog mixer without groups. I guess it's one of those habits from the bad old days without an infinite amount of virtual mixers.
First enable the send for your track. Draw down the fader and select pre fader send to avoid sending the signal to the main mix.

Then you can hook up a regular send bus like this.

Or create a mix track with insert effects like this. Note that the routing to the main mix is automatic with the mix track.

Cheers!
-a