Sorry that there's a bug while saving in .stl file format. Please try saving in .3mf. You will be able to ungroup using this file format.
We will release a software named XYZmaker 3DKit around April 2019. 3DKit will replace current version of XYZmaker. It will provide more modeling functions, like Freeform (moving and rotating feature point on object to create model) and Block (building models with adding and knocking out blocks.)
We hope the XYZmaker 3DKit software will provide more freedom in modeling and better user experiences. The issue you mentioned will also be fixed at XYZmaker 3DKit. At Q2 2019 you can download the software from XYZprinting's support site.
Sorry again for the issue you are facing.