In older versions of Vectorworks, tapping the Escape (ESC) key twice would exit the Edit Group mode. This is disabled by default in newer versions for Vectorworks, however it can be re-enabled. Click on the small arrow on the right side of the Data Bar, and select the option for "Exits group".
You can toggle this setting on and off at will.
NOTE: In more recent versions of Vectorworks, there will be a gear icon at the top right of the screen that you would click instead:
Edited by JimW