When you create a group in SCOM it does not by default have a health rollup monitor, so the health state stays in the grey/uninitialized ‘no health information’ state. To show the health of the group members using the group object you will need to add a health rollup monitor.
- In SCOM click on the ‘Authoring’ tab
- Expand ‘Management Pack Objects’.
- Right click on ‘Monitors’, select ‘Create a Monitor’ and then ‘Dependency Roll Up Monitor’.
- Give the monitor a suitable name.
- The Monitor Target should be your group.
- Leave the ‘Parent monitor’ set to ‘Availability’.
- Select the same unsealed management pack that your group is in.
- Click Next to move on to Monitor Dependency.
- Expand Object (Contains Entities), select Entity Health.
- Click Next, Next, Create.
Here is a blog that provides a very straightforward walkthrough with screenshots.