Yes, as you found out, groups added to the CC & BCC fields in the tasks Message tab get expanded to their list of e-mail addresses.
To get around this I would create a Recipient Imports entity (and it's corresponding Import Recipients Task) that configures a single recipient to have multiple e-mail addresses in the To, CC & BCC e-mail addresses fields. Use this recipient as the only one in your Report Task. Change the recipient source as required and run the Import Recipients task to dynamically change TO, CC & BCC e-mail addresses.
HTH - Daniel.