Filter "Group memberships" invites you to create a group if you are not a member yet
If you select the filter "group memberships" on the Groups page and you are not yet a member of a Group, you're invited to create a new Group, which does not make sense if you chose this filter.
On the Projects page you are simply notified that "It looks like there are no shared Timelines to display." if you select the filter "shared timelines" but no one shared a timline with you.
I would suggest to adjust the Groups page accordingly: "It looks like there are no group memberships to display." (if you selected the filter group memberships).