It creates automatically creates groups for the property that you are
So sorting by date will group the message from the same date (scope)
together, sorting by sender will group the messages from the same sender
together. This way you don't have to define that separately if your sorting
and grouping is the same.
It all depends on how you want to sort things but in most cases you want
this enabled (if you like grouping that is). That's why it is turned on by
default and personally; I like it