If an image with a blend-mode is a part of a group and the group has the opacity changed, the blend-mode no longer works. The first image shows the image without a blend-mode on a background with 100% opacity. The second shows that the image with the darken blend-mode and 40% transparency retains the blend mode. The third image shows the bug where the blend-mode is ignored on export when the image is inside a group with 40% transparency applied to the group. However, the bug doesn't show in XD, only on export (4th image)
Thank you for reaching out and sharing the screenshot. I am unable to reproduce the same at my end on windows machine may be I missed something. Would you mind sharing a short video of your workflow? What is the OS and XD version of your machine?