I am experiencing a similar issue…
1/. I create groups, some intended as parents and others as children.
2/. In Organize, I position the groups in the order I want, with the parent group to the left and, directly underneath each parent, the related child group indented to the right as shown in your screenshot.
3/. When I press ‘Save groups’, it reverts to what it was originally with all the groups on the same level.
WP 3.5.2
BP 1.7.2
2012 Theme