When you right-click on any window name, you can choose to export a window, selecting from a list of every available window. If you do the same with Transaction Groups (when exporting to binary), the ‘Available Groups’ list is empty. To be presented with the list of all groups, you have to right-click the ‘Transaction Groups’ entry in the Project Browser, and then every group is pre-selected.
Just noticed this message was never acknowledged - the inconsistency has been noted in our bug system and will be addressed shortly.