The trick, I just figured out. The top filter in ituns was on TV. I toggled between name, artist, genre and went back to TV Shows (First bar) and now it groups together. I don't know why you had to do this, but works now.
Well, I downloaded a tv show from itunes and converted some episodes myself. They are properly grouped in iTunes, but are separate on the iPad. Is there a trick to sync them on the iPad so they group together?