Thank you all for your assistance.  I believe I've found the root cause if the 
behavior I am seeing.

If I just use "SELECT * FROM MyEventTable" (Fabian's question), I find that 
events received in the first 3 seconds are ignored as opposed to the original 5.

What I'm seeing seems to suggest that the system is just not ready to start 
receiving events during that time, i.e. the underlying DataStream is still 
getting created, and that removing the GROUP BY reduces the overall size of the 
stream which in turn reduces the initialization time.

Many thanks,

John

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