That's because it isn't available yet. I moved this thread to the feedback portal so others can vote, comment on it, and so you can all Follow it to get status update.
We have the grouping feature in mind for our grid roadmap and I hope it will be available in the coming months.
Your vote is already in :)
Here's a link for you so you can find the new place: https://feedback.telerik.com/blazor/1413916-grouping.