Link, comment.

http://answers.microsoft.com/en-us/windowslive/forum/livemail-email/sending-email-to-groups-doesnt-work-in-8-pro/497b4e25-0189-461c-b621-defec913f8f8

It appears to be one of those mystery issues. If this must work, folk eventually learn to avoid these "Live" apps.
Bob