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The group by functionality is only enabled for person-level reports (ex. people performance, group by revenue stage, group by status). You cannot choose to "enable" it for other non-person-level reports.
In the "Setup" tab of other reports, you can still use "Group by Segmentations", by clicking and dragging that over onto the center canvas. A pop-up will appear and you can choose which segmentations to group the report by.
If you're interested in a report that cannot be grouped by default, then you can just use the smart list of the report and bring in the segmentation as a filter and create this report for each segment.