This is the way the plugin is intended to work. You (currently) can not query for host groups.
In the query you selected “Host” for “Object type to query”, so you will receive hosts. Currently, only “Host”, “Service” and “Site” are implemented for the types to query.
If you would like to see this implemented, please open an issue on our github project, so we can see what other customers think about it: GitHub - Checkmk/grafana-checkmk-datasource: CheckMK data source for Grafana
We are currently trying to get back to work on this plugin and will fix many small bugs and inconveniences, but it will probably take quite some time to implement this feature.