Step Group is a reusable set of Test Steps and a Step Group cannot be associated to a single Test Data Profile in Testsigma. The reason for this design decision can be explained as given below:
Step Group is designed to be used in different Test Cases and therefore cannot be associated to a single Test Data Profile. Associating a single Test Data Profile to a Step Group would create a hard dependency and that would hinder its re-usability across multiple Test Cases.
Currently, Step Groups inherit the Test Data Profile that its parent Test Case is associated with. That allows it to be used freely in different Test Cases without dependencies.