Thanks for the sample. I ran your example and If I choose the Split header display mode and expand Canada, you will see the Group disappears and I can't get to it anymore. After this all the Group are not functioning correctly anymore…expand USA, then collapse it…expand other Countries.
Also, setting the IsGroupExpandedDefault="true" produces the same issue as above. However, removing this attribute altogether renders the groupings and expansion/collapse correctly, with the downside of having all groups expanded.
Interestingly, the demo page does not suffer the same problem:
https://infragistics.com/blazorsite/components/data-grid-row-grouping.html