What is my code missing?

Suppose to loop thru and break all dimensions in the selected then group the whole mess

Do you finally need a group of all dimensions segments?

When you use BreakApart only the dimension curves ar broken. The dimension itself is composed from curves and an Artistic Text. This one will not be selected when you break apart the dimension.

Besides all that, if I understool well what you mean, I think there is no need of selection. If you use BreakApartEx instead of  BreakApart. Like in the next example:

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Sub BreakDimensions_bis()
    Dim sr As ShapeRange, s As Shape, srBis As ShapeRange, sGr As Shape, i As Long
    Set sr = ActiveSelectionRange
    For Each s In sr
        If Not s.Type = cdrLinearDimensionShape Then
            sr.Remove sr.IndexOf(s) 'ArtisticText of each dimension is Removed...
            i = i + 1
        End If
    Next s
    Debug.Print i & " shapes removed"
    Set srBis = sr.BreakApartEx
    Set sGr = srBis.Group
    sGr.Name = "Whatever"
    ActiveDocument.ClearSelection: sGr.CreateSelection
End Sub

Forget about Optimization in this case...

closer. II have a sign layout complete with dimensions that i want to add to another layout just to be able to print them both on 1 page. Trouble is the designs are different in size. I have the macro to break the dimensions of the selected then group it all so I can resize it without screwing up the dimensions. Works great but I was just wanting to tweak it abit.

Your version breaks the dimensions all right but doesn't grab everything that was selected from the get go and group it all for easy scaling.