Actually it shouldnt make bid groups stop. Since we know you didnt win. It's a catch all for when you didnt win, but we dont know why.
That usually happens when we dont get a reply back from eBay when we placed your snipe. It also happens if there is an unknown status before it in the bid group, and then we therefor don't snipe. So in that case it becomes a "Did not win."
The problem is you may never see the unknown because it's already been found by another robot we have that comes along and tries to figure out what an "unknown" is and give it a proper status. We though can tell by reviewing our logs. So probably that "did not win" was first an unknown that we later figured out was a loss but werent sure why and thus gave it an "did not win" status.
It also usually says "Did not win" in cases where you max bid is above the final winning bid. Otherwise it would be classified as a Loss. A did not win might have won, or might not have based on the winning bidders true proxy max bid.