1. Those reports typically take about 24 hours to reflect data. So if you have a new group, and tested stuff out, it could just be a delay before you see data.
2. It looks like that activity really is tracking two things. 1) Emails to the exchange address or 2)actions in yammer
From the tech-net article on the report: "The Activity view shows you the number of group activities across group workloads. You can view the Exchange emails received by the group mailboxes across all groups, on any day during the reporting period. You can also see messages posted, read, and liked across the Yammer groups associated with an Office 365 Group."
So if they have never received an email (O365 groups are either exchange or yammer enabled) they would show no activity, even if your users were sharing files, onenotes, etc.