Group On Greyed Out

Summary: I am trying to create a report with a group on, following the sample here: . However, the 'Group On' option is greyed out, so I can't select it.

Details:

If I create a report with only one data row, I can apply the Group On:

However, I cannot set up the Group On if I add anything else, even just a separator row:

This is unexpected, because the example shows creating a Group On effect which includes a data row, a formula row, and a separator row. That is exactly what I want to do, but I can't click the Group On option when I select any rows in addition to the data row.