Pivot Table: Formatting grouped values

Please see the attached screenshots of a Pivot Table. This is a Pivot Table with a numerical column as the rows with the values grouped into class intervals. In other words, the Row Labels in the screenshot are class intervals of a numerical column.

In the first screenshot (one on the left) the numerical values are grouped with default starting and ending values. I tried to format the numbers so that they will have two decimal places but could not. Then I changed the starting and ending value to 0 and 1 respectively. This is seen in the second screenshot, the one on the right. Now, I am not able to sort the values in addition to not being able to change the display format.

It looks like the row labels are text even though the column used for rows is numeric. Is there a work around to format the class interval values so that they look professional?

Please upload a workbook or a representative cut down copy, anonymised if necessary. It is always easier to advise if we can see your request in its context.

Show a before and after situation with manually calculated results, explaining which information is data and which is results, and if it's not blindingly obvious how you have arrived at your results some explanatory notes as well.

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This is more of a work around than a solution.
Add another column to the raw data that rounds the values in the propensity column to two decimal places.
Use the new column in the Rows area of the pivot table.
Group the values and sort least to greatest (I still had to manually drag the 0-0.1 group to the top).
I hope that this will be somewhat helpful.