It will be a little hard for anyone to pinpoint your issue. You may want try assigning the activity to a different group and see if you still get the error. I think that this batch process posts this log message once and will say "Found X open activities with no group ID" for the total number of activities in with a null group ID. Are you saying you checked every open activity in PC and all have a non-null groupID?
This KB article seems to indicate that the groupID must be null for this error to occur. Login required for this link.
https://partner.guidewire.com/s/article/What-statistics-does-Team-Screens-batch-process-create