Yeah, this is a fussy one, Eric. I've just returned to my example and checked off the "Group by Category" as you did, and observe that the Categories presented are all Task level, which is consistent with my previous post. If one of them had a calculated field that pointed to the Project.Owner.Name (or if that's too far a hop, to a Project level custom calculated parameter that contains the same thing), I could then select it, and show it on the Gantt.
Looking back at your screenshot, although the Categories start with both "Project" and "Task" prefixes, I have a hunch that they're in fact all Task level categores, and if so, that would explain why the first one you expanded isn't changing when you add Project level custom parameters.
Could that be the root cause?
Regards, Doug