Oh wow, how did you figure that out!? 
Yes, I also just realized that is exactly the combination: chat is generally enabled for the group, but not on personal messages. Then, there are no channels for that group and when they open chat the modal is empty.
I guess can’t call this a bug though? A weird combination of pushing buttons…
edit: thought a combination that might come up more commonly could be:
- chat allowed for everyone
- direct messages only for staff
- no channel for a specific group