Why customer site level invoicing Grouping Rule not works?

As we know the Fusion Autoinvioce grouping rule have the priorities as follows:

1.Transaction Source

2.Customer Site

3.Customer Profile

4. System Options（BU level)

And i have setup the rules as follows:

1.Transaction Source > NULL(keep it blank)

2.Customer Site > CUX_RULE1 (group by shipment number)

3.Customer Profile > CUX_RULE1 (group by shipment number)

4. System Options>DEFUALT (nothing to group)

And i have 4 SO and 2 shipments as follows pic.

When i run autoinvoice program to import the invoices, i got only 1 invoice to group all of the shipments, the customer level

grouping rule not works,this is not expected, Why ? Is any setup issue? Please help.