I noticed in ArcGIS Pro that some of the pane are very particular as to where you can click on them to open up additional functionality. One of them in particular is the Symbology pane. I was trying to group two values by selecting two groups then right clicking to group. I could not. It turns out I was right clicking on the column to the right of "Label" which did not do anything when I right clicked on the column. Please consider one of the following:
*Do not highlight this 4th column (it gives the impression that the column does something)
*Remove the column completely.
*Allow the users to interact with the column such as enable right clicks, hold mouse button down to enable sort etc.