Well, we have different blood groups because of small changes over evolutionary time. The ABO gene is on Chromosome 9, and it is tiny differences that make the difference between the groups. All three genes (ABO) and therefore the 4 blood groups (A, B, AB, and O) have been maintained because each offers some advantage. AB blood group is almost immune to Cholera, and A is somewhat immune, and so this offers an advantage, and O is maintained because is offers some resistance to Malaria (and perhaps some cancers). Natural selection is the key. If any of these were a disadvantage, it would have vanished over evolutionary time.