I think I've Identified when the header section with/without bug happens.

  After you have used grouping, the Grouping, Sort, and Total box remains until closed by you.  When you start a new report, and the Grouping box is already open, you will get the bug and have to select without then with.  

This in itself creates another bug by doubling the header.  Easy fix, close the Grouping box and create another new report.

Found this while creating Sales by Rep report in Expert13, drove me nuts trying to figure where my group header was.  Hopefully this will save some insanity.

Carry on :)

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Reply from Alexander Hedley:

Thanks for the info, I'm sure this will help others out if they come across this.