I just spent a while troubleshooting a macro because I didn't expect the "Break From Loop" action to treat a Group as a loop. (I had a Group within a Repeat loop, which produced strange results when I tried to break from the Repeat loop from within a Group.)
I tested it by making this action, which displays the "before" notification but not the "after" notification.
Maybe this is intended behavior! I use Groups purely to for organizational purposes and it was confusing to find out they play a role in the control flow. There's nothing on the wiki page for the Group action to suggest that this can happen.