The SelectFields collection determines the information that is displayed in the group header. So inorder to display the GroupHeader you would have to set the GridGroupByExpression>SelectFields as shown below:
I have a similiar issue, i have four categories groups. I see the headertext and totals for the first two. the 3rd and 4th group i cannot see the title. I am worried that its not summing the groupbyexpression because total is always 0, but it should be (2) and (2). I will paste my radgrid code below.