t seems there is a problem with the ListView on Windows Phone on Lumia 1520. When using WrapLayoutDefinition, the group header is not appearing (you can see it in the Windows Phone demo app). When I check with XAML Spy (a must-have tool) it show the group header is collapsed.
You can see it by launching your demo app on the 6in 1080p emulator. Check the first look demo of ListView and switch to Wrap. You'll see the group headers will no be showing. On other emulators, it works fine.