F_KNA1_GRP is checked actually in XD03 (at least in my test system 6.0 Ehp4) and appears in trace log files with correct values.
Did you run the test with an user that has only this new role with restricted XD03 display assigned? If not - have you checked for cross-authorizations? Did you already eliminate sync issues, problems during transport (if you are not performing the tests in the same system)?
One possible reason why you did not manage to select any entries from ST01 log could be also different time zones (user vs server) - if it is the case: just enter a wider time range for log selections.
F_KNA1_GRP was already set by default in SU24 for XD03 to Check with proposal = YES in my system, the only difference to your screenshot is that KTOKD is set to ' ' ; ACTVT is set to '03'.