This question asks for an example of a manifold which is not a homogeneous question of any Lie Group, and many examples are given in the answers. However: is there a an example known with a metric of positive sectional curvature (this, apparently, is a question asked by Marcel Berger many years ago, so was open then, but I have no idea of its current status...
A followup on non-homogeneous spaces.
Igor Rivin
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