Hi, Lisa,

Adding the multi-tab to a Statement Group and then on this screen selecting which tabs you want to be included. In your case, you'd select all of them. Perhaps this is the step you are missing?

I've tested in the most recent release of GL and this is working. What version(release date) of Ledger are you using? If this still isn't working for you, perhaps you can provide more detailed information as to the options you've selected? Thanks.