Hi Laura,
I've seen this in 4.0.3 and again in 4.1. From IDT when you look at the advanced properties of the object it is correctly checked that it will be used in GROUP BY. When you build a query with that object it's not used in group by and the query fails. I created new objects for the same DB column that looked exactly the same, all parameters looked the same, when building the SQL one objects was OK the other one was not. I could only conclude it's a bug and I think the problem happens when doing copy/paste of the object in the design tool's business layer. It does not happen every time, I'm not sure what triggers it.
My workaround is to recreate the object. When built from scratch the object always has GROUP BY.
Hope this helps. If you can reproduce it, please log a ticket as I cannot do that (internal application, don't have an S number).
Regards,
Natasa