That was a good suggestion actually... but apparently that changed too. I exported to both .cmx options (there's a normal one and a 5.0 option). Both came back in ungrouped.
The good news is that this experiment allowed me to find yet another fix, which will help any future ads that I export.
There was a portion of the ad I experimented with that was grouped. Not the entire ad, but part of it. Draw retained that grouping upon import - even with the .cmx files. This made me experiment around a bit and conclude the following...
Whatever groupings exist on export will be retained on import. I suppose that does make sense (though in my case it would be easier if everything was grouped, while still retaining sub-groupings). So the best fix for future ads, the solution appears to be to group them upon export.
For older ads, I could open them, group them, and re-save.
I just haven't figured out which solution will be easiest.. Learning to hit CTRL-G, unchecking maintain layers and pages upon import, or going through and grouping all my old files.
To Corel's credit, and as usual, at least there are many options here. And to those of you who have offered your input, I very much thank you.