Why does grouping ActiveX checkboxes alter OLEObject visibility

I have some code that loops through the ActiveX controls on an Excel worksheet. This logs which checkboxes have been selected.

Dim obj AS OLEObject
For Each obj In ActiveSheet.OLEObjects
    If TypeName(obj.Object) = "CheckBox" Then ' loop through all checkboxes to find selections
        BooCheck = obj.Object
        If BooCheck = True Then
           MyArray(j) = obj.Name 'if checkbox selected then store the associated Name
           j = j + 1
        End If
    End If
Next obj

This all works fine. However, as I have a number of checkboxes that I need to move around I thought I'd group them together by Shift/click in design mode, right click and select the "Group" option. However, if I do this the grouped checkboxes vanish from OLEObjects. Where do they go? Is there a way of altering my code to find them when they are grouped?