A couple details to add to my original post:
*I'm making this request because I think it'd be easy to implement, since it's a small change and very similar to how headers are displayed when showing them in separate rows.
*This option could be added like this in the grouping menu:
Here's another mock-up I did with some light editing, to perhaps better illustrate my point:
Note: I'm not asking for the headers font or color to be editable, just to have a line break before each new header.