When two units are moved to the same tile, but are not explicitly told to merge (right-clicking one unit onto the other), then they both exist in the tile, but they aren't grouped.  I haven't found a way to "merge" them into a single group without moving one out of that tile right-clicking the other unit.

Maybe there is something I'm missing.  

My suggestion is to add a Merge button where the mini-circles show for party members.  This button would show when multiple units exist in a tile and they aren't all already in a group.  Clicking this button would merge all units into a single group (If multiple groups are in the same tile, all units of all groups would then be in the same group).