Hello - please see pages 29-30 of the SAP Lumira Help:
http://help.sap.com/businessobject/product_guides/vi01/en/lum_129_user_en.pdf
"
You can connect to SAP HANA views in two ways:
● By downloading data from SAP HANA
Data is copied locally and can be manipulated and edited before being visualized in charts.
● By viewing data in SAP HANA
Data is read-only (that is, you cannot edit it), but you can visualize it in charts."
I would expect the answer is you cannot group when connecting to HANA online