Just to confirm
1. by "groupings" do you mean "Ad-hoc Group" fields, have a paper-clip for an icon in the list of Dimensions?
2. by "several different sets" do you mean selecting some dimension, and "Creating a Set" or do you mean several Quick Filters?
You description sounds like a bug. I would recommend submitting a Support Request, and providing them with as much detail as possible.
Yes... the dimension that I am using is one with a paper-clip for an Icon. So yes, these are ad-hoc groupings.
On sets... I want to right click on a defined filter and use the create set command.
If it sounds like a bug, I will open a support case. I am not a "power user" so wanted to float through the forum before I took that course.
I've the same problem with group (apperclip icon) and no sets. I'm using extract and even after refresh I've the same issue.