Is this also happening with XLSX files? An XLSM file is an Excel file type since 2007 that allows macros to be included in the file whereas if you save a file as an XLSX, it will remove any included macros. If you are only having this issue with an XLSM file, then it could very likely have something to do with a macro included in the file. Try saving the file as an XLSX (If you don't need macros) and try grouping the sheets to see if the problem persists.