Using New Outlook on Windows for personal email, calendar, and contact management
Go to https://outlook.live.com/groups/.
That's where you can leave the groups. (If it doesn't work, first click on the group, then click on the invitation email at the bottom, then click on the group name within the email, and then, there, click Leave Group. If that doesn't work, follow the same steps, but before you click Leave Group, first choose "unfollow from Inbox". Then it'll always work.)
The only problem is that this doesn't stop you being added to new groups. There doesn't seem to be a solution for this, and that's utterly unacceptable from Microsoft's part.