Using option + command + arrow down doesn't move it out of a group.
1 Answer
In Illustrator
Select the item,
Then cut Ctrl/Command+X,
Deselect all with Ctrl/Command+Shift+A,
Then paste it in place with Ctrl/Command+F
In Sketch
Just replace deselect all with Esc and do a regular paste.
It may be one step more but it works and it's all key shortcuts :)