So Motion rasterizes groups when filters, masks, etc are applied. This in turns "kills" Blend modes (multiply, darken, etc). So I've got a project where I need to use blend modes in a group and then apply a blur. Fail.
.... and here's the solution:
Clone the group and apply the filter to the clone. The Rasterization "mark" should disappear from the Blend Mode of the Clone. [If the group visibility check mark is still on - turn it off/uncheck it.]