You should group products in the same shipment when you want to simplify the process and decrease the cost of your logistics.
Shipment is the name given to the set of packages that will be sent at the same time, by the same carrier, and coming from the same warehouse dock to an end customer. It's widely used when a very large flow of orders ends up generating a considerable logistic demand.
It's very common that within a single purchase products come from different inventories, but share the same distribution center. This feature allows one packet to wait for another packet to be sent in a group by the same carrier.
This is a valid practice, for example, in the case of carriers such as Correios (in Brazil), where for each delivery the invoice is required, which is often the same for several items, or in a scenario where a tore has physically distant inventories, which share the same warehouse dock.
Shipping groups are created by summing the cost of the inventory and warehouse costs.