Create a contact group.
Create a contact and assign it to the new contact group.
Go to hosts and edit an existing host (choose detail).
On the bottom of the first page, in contact groups, remove nagios-admin and add the new contact group.

Make sure the "Inherit from template" checkbox is not checked.

Click save.

Go to tools export, and do an export.
Inspect the hosts.cfg file (you can do this by clicking on the name; it is a link).
Note that the file does not contain a contactgroup field. However, it should. Once this bug is fixed, there will be a contactgroup field in hosts.cfg at this point.

There is another issue that may be the root cause of this bug:

Go to contacts.
Create a contact group and save.
Go to Tools and do an export.
Inspect the contactgroups file. The new contact group should appear in the file, but it does not.

Conclusion: there is a problem with the creation or saving of contact groups, and this problem is leading to multiple related problems (see linked JIRAs).