This doesn't happen every time, butoften enough to be frustrating. I group objects pretty much only to be able to move them and to keep my files organized, so I can work around it, but I'd like to know what am I doing that causes the objects to disappear.
In another part of the forum I read about similar problems with boolean operations, and one of the suggestions was to delete history. I'm going to give that a try, but the objects I have been grouping have been pretty simple, without a lot deformations.