Unable to NOT select Kanban group

I have a fairly simple Kanban board report for tasks grouped by Status.

Under the "Show a group for" option, I've selected "only these" and a number of the status items. 

When I first created the report I had mistakenly selected "not assigned", which I don't want because this is a report of items filtered on those assigned to me. 

But even when I remove the "unassigned" and save or even after clearing all selections and selecting the columns I want, not including unassigned, unassigned is automatically populated. 

What might be causing this behavior? Is there some other setting that would make a specific single-select field option required when used to group a Kanban board on?