GPO applies to scope - user and not applies to scope - group

Good Day.

I faced with a trouble and dont know how to solve it.

Here what i am doing, i have a test strcture in AD like this:

domain.local\

                    OU\

                           test - user account

                           testPC - computer account

                           ou_group - group (test is a mebemer of group "ou_group")

I am linking the GPO named "testGPO" to OU.

GPO:

 - Scope - "ou_group"

- Settings: UserConf\WindowsSetting\Shortcuts\Create Shortcut

When i appling this gpo on testPC wit test user account, gpresult shows me:

testGPO

   Filtering: Denied (Security)

If i adding to Scope of GPO user "test" instead of group "ou_group", GPO applies perfectly and shortcut appears on a desktop...

What i am doing wrong?