I know I've asked before but what code can I use to refresh" from this state?

round selection marks = child objects selected, i.e. selected individual objects in group not entire group (you can check it on Object Manager)

check two codes  below 

Sub Macro1()
Dim sr As ShapeRange
Set sr = ActiveDocument.ActivePage.FindShapes.All
sr.CreateSelection
sr.Group
ActiveWindow.Refresh
End Sub

Sub Macro2()
Dim sr As ShapeRange
Set sr = ActiveDocument.ActivePage.FindShapes.All
sr.CreateSelection
ActiveSelection.Group
End Sub

agree with Mek, you need to select not all shapes in the group, but the group itself

...

set sGroup = srAllShapes.Group

sGroup.AddToSelection

Mek and Shark are correct, you just need to make sure all your shapes are in a shaperange and then create a selection from it. 

The other option if you don't want it selected it to just clear the selection:

ActiveDocument.ClearSelection

:-)

-Shelby