Individually group each of the input curves.
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Click to select the first input curve. Do not select any other points, construction lines, dimensions, or constraints.
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Click Group on the Change toolbar.
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Repeat for the second input curve, if your feature has one.
It may be easier to select the input curves by having only the Inputs layer displayed. Click Layer Status on the Layers toolbar, and use Active layer only to make the Inputs layer visible.