First, you can't include more fields than those that are being grouped unless the other fields are being used in an aggregation (Sum, Count, Max, Min, etc.). This isn't a limitation of ArcGIS, but of SQL.
In other words, for every value of Sentido, there will be several values for OBJECTID, Carriles and idMalla. How can it group by Sentido and return values for the other fields at the same time?
Secondly, and most important I suppose, this appears to be a bug (in 10.1 at least), or we are all misunderstanding how to use the
sql_clause parameter of
arcpy.da.SearchCursor. I've tried several combinations of using a
GROUP BY clause with a search cursor and nothing will work. It keeps including the ObjectID field even when not specified in the
fields parameter, which causes an error due to the above.
So, even when you do get your fields formatted properly, I don't think it will work as expected. I recommend contacting ESRI about this.