Works somewhat in my tests. The form won't be blocked due to it having empty initial dropdown values like normal date fields, but you can't actually save the profile as it will throw a validation error. So looks like the empty value validation for date dropdowns isn't working right inside of a field group. Have added a bug ticket for a future release; it's an annoyance since it redisplays form, but it won't allow them to bypass the validation.
forge.joomlapolis.com/issues/8182