Thank you for your reply. It does not explain the issue. I double checked. I originally created the message while in the subgroup, and it shows as a message in the subgroup message stream, but groups.io sent (or placed, not sure) the message into the parent group. It was not sent to any of the members. I looked at the gmail header in the message that was sent from the parent group, and there is no mention of the subgroup in the header. I tested it again, just to make sure that I was not in the parent group when I thought I was in the subgroup, with the result that the message shows in the message stream but was never sent anywhere, to the members list or to the parent group. I looked at the settings to see if there is an option that causes messages to NOT be sent to the list, but I see no such option.
I control both the owner email and am a member of the parent and subgroup under a different email address, and I've used both to test things. Messages sent from outside seem to be handled correctly, but messages generated on the website are not.
Still mystified.