Since when I look into the Groups I see a lot more entries (for example Windows Updater Applications or Windows System Applications or Comodo Internet Security groups that don’t appear here) I am wondering if something went wrong with the installation.
Hallo hullboy,
the additional entries you mentioned are used in D+ and F+ policies (for example Windows Updater Applications or Windows System Applications or Comodo Internet Security).
The entries you got in Protected files are the default ones and are grayed out because they are referenced from File groups.