Try making a simple example to test it out—something like this, where you can be sure the groups are exactly the same.
Click the gear, and you should have the option Append Subgroups (not greyed out).
If you have other columns (even if hidden) or the data types do not match for every column, the option will be greyed out.
If you’re unsure why a particular file is not working, please go to Help > Ask a question via email and send us the file.