Azure ad group membership claims
Can you be more specific in terms of what exactly you are trying to achieve and how'd you want to do it.
Apparently, if the thing mentioned in your question is what exactly you are looking for and since the groupMembershipsClaims property is set to "All", you'll get the group claims in the JWT token.
You may want to read this article https://www.simple-talk.com/cloud/security-and-compliance/azure-active-directory-part-4-group-claims/ . This should help you resolve your issues.
Let me know in case you face this issue after you follow the procedure mentioned by the author.