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Action groups inside of a project allow me to specify slightly more complicated logic about the relationship of actions, like having some sequential steps mixed in with some parallel ones.

For example, planning an event, I might need to prepare the food in a specific sequence (plan, shop, do prep work, do day-of cooking), but I can invite my guests in parallel (and in parallel with the food prep).

Project: Host Turkey Dinner (parallel)
- Action Group: Invite Guests (parallel)
- Action Group: Prepare the Feast (sequential)

Or you could decide that you need to do all the inviting before you start doing any thinking about the food. (If Aunt Mildred comes, she'll insist on bringing the pies, cousin Joey is lactose-intolerant...)

Project: Host Turkey Dinner (sequential)
- Action Group: Invite Guests (parallel)
- Action Group: Prepare the Feast (sequential)

Or maybe you're the sort who has to know everything is all planned out before you can invite anyone:

Project: Host Turkey Dinner (sequential)
- Plan Meal
- Plan Cleaning
- Action Group: Invite Guests (parallel)
- Clean
- Action Group: Prepare the Feast (sequential)