Why does everything I group go to the back layer of the page?
The normal behavior is that, when a group is created, it is created on the active layer.
Note that more recent versions of CorelDRAW have a setting that controls whether or not a layer is activated automatically when an object is selected:
If that option is checked, the the active layer will be whatever layer the most recently selected object is on.
If that option is not checked, then layer activation is independent of the selection of objects. You can activate the layer of your choice, select objects, group them, and the group will be created on the active layer.