Downloading isn't by group, but by Message ID (defined as 'segments' in the NZB) - these are independent of group listings & retention by necessity, since group message numbers are specific to each server. This is why NZBs can be shared between users on different servers. Cross-posted articles should always have the same Message ID. The groups lists in NZBs are really just for info (and in fact, not all indexers list all the cross-posted groups).
The only time it's necessary is when some (mis-configured) server requires Alt.Binz to issue the select group command before grabbing articles via message IDs - a useless step otherwise.