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The /etc/gshadow file is not created (though the password shadow file is) when shadow passwords are selected during install.
This is a problem in the installer, not shadow-utils. The work around is to type (as root) # /usr/bin/grpconv after the install completes.
I have verified on a stock 6.0 install that the gshadow file is in fact not created during the install.
Issue is resolved in the 6.1 release.