Azure AD doesn't send any configured claims if it the attribute carries no value in it. Usually if user is not part of any group and if there is group claim configured, then Azure AD will not send the group claim in the token.
This is the behavior for now. However, you can submit feedback in Azure feedback portal below to change this behavior.
https://feedback.azure.com/d365community/search/22920db1-ad25-ec11-b6e6-000d3a4f0789?q=Azure+AD+token
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