when you group, you still have access to the individual devices,
you can access them either through Siri by using the name of the individual device,
or if you scroll down on the settings page for the group, there's an accessories option, which gives you access to the devices using individual tiles.
you can ask Siri to set "ColorLamp to 50%" or "non-color light to 20%" to control the levels individually, or "set group to 80%" to set them both, you can use either "make group blue" or "make ColorLamp blue" to set the color light to blue and leave the non-color light unaffected. (ColorLamp, non-color, and group being examples for whatever names you decide to use)
Scenes store information for each light individually. So you could have a scene that has the color lamp on, and the non-color lamp off, even though they are grouped together.