As a default, when you create an office365 group, only an "internal sender" is allowed to send an email to the same group this is why rerouting will not work.
There are workarounds on how we can fix this.
1. Allow external sender - so when it goes to rerouting the mail will be allowed.
2. Exclude Office365 Groups using PowerShell (Bulk Exclusion)
Open Powershell using elevated Access
# Connect to your Exchange Online Tenant
Connect-ExchangeOnline
# Assumes the Transport rule is named 'Xink-Auto-ReRouting-Catcher' and directs the rule name to the variable $XinkRule
$XinkRule = Get-TransportRule -Filter "Description -like 'Xink-Auto-ReRouting-Catcher'" -state enabled -ExcludeConditionActionDetails $false
# Captures the current list of the Office365 Groups.
$GroupList = Get-UnifiedGroup -ResultSize Unlimited | Select -ExpandProperty alias
#Applies the $GroupList from $XinkRule exceptions
$XinkRule | Set-TransportRule -ExceptIfAnyOfRecipientAddressContainsWords $GroupList
NOTE: Only 8192 characters are allowed when doing a bulk exclusion.