This is normal behavior. In order to ping the local serial interface, the packet needs to go to the other side of the serial link and be forwarded back by the peer router. That is the case even when you do a unicast ping to the local address for a serial interface. This is obviously not the case with an Ethernet interface hence this working properly when you try it on the Ethernet interface.
If you want to test the "ip igmp join-group" on the serial interface, ping from the other side of the serial link.
Hope this helps,
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