Ah, you mean the icon doesn't change? (I thought it doesn't toggle at all).
Yup.
Change components\com_fabrik\layouts\list\fabrik-group-by-heading.php line 17
$imgProps = array('alt' => Text::_('COM_FABRIK_TOGGLE'), 'data-role' => 'toggle', 'data-expand-icon' => 'icon-arrow-down', 'data-collapse-icon' => 'icon-arrow-right');