Marco Russo and Alberto Ferrari bundle things together:
In Power BI you can specify the unique identifier of a column value by using another column or another set of columns. This feature is currently used by the Fields Parameter feature in Power BI, but it may also be used for other purposes in a model. However, there are several limitations – such as the incompatibility with MDX queries – that reduce one’s ability to use Group By Columns property in many scenarios, so it cannot be used with Excel as a client.
Read on to learn more about how grouping works in Power BI and some of the limitations.