IS THERE A GROUP MENU BUG IN 2018 SP3?

I feel like I'm going insane...but I use SW 10 hours a day so that is usual. I have one of those particular installations that never does the same thing twice.

I want to Group a Flag Note Balloon to other notes, dimensions, etc.

I have successfully done that on Sheet 3 on the top Radius call-out of R 2.06, however, I cannot do it on the other radius or notes on the drawing.

I checked the menu customization, all things are checked.

Can you only group 1 thing? Why does Group appear in one menu and not another? Someone, please tell me what is going on.

SolidworksDrawings And Detailing