Issue occurs in CiviCRM 4.6.9 and can duplicate in 4.6.10 on CiviCRM.org demo site using WordPress. Step1. A contact is in a group. Step2. Edit the Contact and scroll down to the "Tags and Groups" area and click on the x to remove the "Group(s)". Step3. Click on the Save button and the contact is still part of the Group. Note: This process did remove the contact from the group on previous versions of Civi... I just confirm this. It does work on a 4.5.8 version of Civi.