Selecting records while you have groupings, will only select the records of the groupings that have been expanded and that is currently displayed on the page. Varibill does not allow the selection of records that are not being displayed. This allows you to select multiple records across groups, without selecting all records of collapsed groups. If you wish to export all records across all pages, within all groupings, simply select the action "Export All".
For more information on the basic functionality of Varibill, refer to docs.varibill.com.