Most likely the reason you're getting the difference in plan is because the planner is probably decided that there will be too many hash entries for a hash table based on the 3 grouping columns... Look at the estimates, 1683 with 2 columns and 1196982 with the 3 columns. If those estimates turned out to be true, then the hash table for 3 columns will be massively bigger than it would be with 2 columns. With PostgreSQL you might see the plan changing if you increased the work_mem setting. For greenplum, I've no idea if that's the same.
Databases are often not very good at knowing with the number of distinct values would be over more than 1 column. Certain databases have solved this with multi column statistics, but PostgreSQL does not have these. Although I just noticed last night that someone is working on them.
