This is a specific situation relating to a level sent to me by another forum member, and I do not currently know what the cause is - my investigating so far is only as far as "I can confirm that the bug happens for me too".
This level loads and saves perfectly fine in the editor (EXP V1.26-B), but gives an error message about a group containing a mix of steel and nonsteel when loaded in NL itself (and thus doesn't load). On the balance of probabilities this is more likely a bug in the player, but I cannot say this for sure yet.
Should this turn out to be a player bug, it will be fixed in V12.10, and no editor update that supports piece grouping will be released until player V12.10 is too. If it's an editor bug, of course, that's just a matter of an editor update.
EDIT: Confirmed to be an editor bug and that it is indeed allowing mixed groupings. Have not yet figured out the "why", only the "what".
EDIT2: Confirmed to actually be a *player* bug after further investigation.