3 Correct answers
As you seem to have discovered, you must close the Graph Data dialogue before you can ungroup.
The Graph Data dialogue is an oddball in that it looks like a panel and can hang open.
But its functionality corresponds to other dialogue boxes in that you must close it before you can continue working.
It has been like that for as long as we can remember but still seems to catch out new users. 
I have the same problem too just now, and found the solution was quite simple. It's not Expand menu that works, but simply Ungroup (Ctrl+Shift+G). There will be a warning that once you ungroup them, you are unable to edit the data. So make sure duplicate the original chart first before ungroup them.
• add a style anything you want
• Effect-Stylize-Drop Shadow-OK
• Hide Drop Shadow on Appearance
• Object-Expand Appearance
• Done!
Easy?
Explore related tutorials & articles
27
Replies
Copy chart to ID and then copy back to AI
By @Konrad5E7D
Read the complete thread. The issue has been solved in 2013.
AdChoices