Can you explain a bit further what you are seeing in Fusion? How are you determining that the components and/or bodies are grounded? I'm pretty sure that Fusion doesn't ever ground components.
Just for clarification: There are two types of constraints in Fusion: Body Constraints (for driving the shape of a body), and Component Constraints (for positioning components). If you are trying to do assembly-type constraints, be sure that Component Constraints are selected (see attached picture).
That icon and tooltip are very misleading (thank you for pointing this out). What it is trying to communicate is that, when you constrain two components, we temporarily ground the first so that the second moves to the first, instead of vice-versa. The components are not persistently grounded. You can actually go ahead and pick the second component at this point, and it all should work fine.