The main use of entity groups is to provide the means to update more than one entity in a transaction.
If you haven't had to use them, count your blessings. Either you have been designing your data models such that no two entities ever need to be updated at the same time in order to remain consistent, or else you do need them but you've gotten lucky :)
Imagine that I have an Invoice entity type, and a LineItem entity type. One Invoice can have multiple LineItems associated with it. My Invoice entity has a field called LastUpdated. Any time a LineItem gets added to my Invoice, I want to store the current date in the LastUpdated field.
My update function might look like this (pseudocode)
invoice.lastUpdated = now()
lineitem = new lineitem()
invoice.put()
lineitem.put()
What happens if the invoice put() succeeds and the lineitem put() fails? My invoice date will show that something was updated, but the actual update (the new LineItem) wouldn't be there. The solution is to put both puts() inside a transaction.
An alternative solution would be to use a query to find the date of the last inserted LineItem, instead of storing this data in the lastUpdated field. But that would involve fetching both the Invoice and all the LineItems every time you wanted to know the last time a lineitem was added, costing you precious datastore quota.
EDIT TO RESPOND TO POSTER's COMMENTS
Ah. I think I understand your confusion. The above paragraphs establish why transactions are important. But you say you still don't care about Entity groups, because you don't see how they relate to transactions. But if you are using db.run-in-transaction, then you are using entity groups, perhaps without realizing it! Every transaction involves one and only one entity group, and any given transaction can only affect entities belonging to the same group. see here
"All datastore operations in a
transaction must operate on entities
in the same entity group".
What kind of stuff are you doing in your transactions? There are plenty of good reasons to use transactions with just one Entity, which by default is in its own Entity Group. But sometimes you need to keep 2 or more entities in sync, like in my example above. If the Invoice and the LineItem Entities are not in the same entity group, then you could not wrap the modifications to them in a db.run-in-transaction call. So anytime you want to operate on 2 or more entities transactionally you need to first make sure they are in the same group. Hope that makes it more clear why they are useful.