it appears this is probably a bug. you explained it very well - thank you for submitting this.
after experimenting for a while I noticed that it does snap but with a gap between the guide and the actual snapping so I investigated and I believe I have found a workaround and it is to reset your shape's group transform position properties.
now it's all good
BTW it's probably a good practice anyway to reset your shape's group position. as you draw your shape in the composition panel using the parametric tool it falls in the XY parameters where you drew it. when you draw with the pen tool its XY parameters are always 0,0. so a good practice might entail that you do want the layers anchor point in the middle of the shape anyway and it's either resetting the shape's group position or center the layer's anchor point (which what I usually do because I am lazy and Ctrl+Alt+Home suits me). resetting the shape's group position may be also good in the long run when you stack operators and parameters. in animation it's probably better to start as clean as possible with parameters at the default or zero so when you need to you can accurately animate them from a neutral starting point, right?
so from now on right after your draw your shape, type UU and see the modified properties and reset the shape group's position and continue making whatever it is and (I will try to do the same). if you convert illustrator layers to shapes you will have to reset the shape group's position too if you plan to snap it's vertices to guides.
a fix for this bug is in order of course. if you are still having issues let us know.
Thanks for your answer. I confirm that the workaround you found works: resetting the group's position made it snap to guides.
Great! thanks for the feedback