Unfortunately, PDF seems to be as good as it gets, which destroys any grouping done in Illustrator. (When reading .ai files, I'm pretty sure Affinity just reads the PDF data). The best workaround I've found is to "sequence" all groups into layers first in Illustrator and then deal with them as separate layers in Affinity. Tedious and time consuming.

Also, Affinity's isolation mode is essentially non-functional, which makes working inside groups unreasonably difficult.