I came up with an AutoHotKey script as a workaround for this missing feature and thought I'd share it.
It waits until you are in a Windows Explorer window, then it listens for a middle-click from your mouse, and then opens the folder you middle-clicked on in a new tab in Groupy. It simulates right-clicking and selecting "Open in new window" from the context menu.
; When in Windows Explorer, Use Middle-Click mouse button to open a folder in a "new" explorer windows - thus opening it in a New Tab in Groupy:
#IfWinActive ahk_exe Explorer.EXE
MButton::
Click Right
Sleep 200
Send, {Down 2}
Sleep 200
Send, {ENTER}
Return
#IfWinActive
The script checks to make sure that the Explorer window is the Active window for this to work, otherwise the script would trigger whenever you middle-clicked on anything, anywhere. Meaning that you may have to left-click on an Explorer window to make it the active window, then you can middle-click to your heart's content. Still, it saves me some clicks and it's almost like having the feature built in to Groupy.
Another issue with my script is that it trusts you to be middle-clicking on a folder. If you middle-click on anything else in Explorer, you will get odd results, such as on a picture, you get "Edit with Paint 3D" on my PC as that's the 2nd option down on the contextual menu for that file type.
PS. There is a bug in Stardock's forum "code block" feature. I tried to paste the script in as a "code block" and it eliminates all the returns and so becomes an unreadable mess, so I just had to paste it into my message as-is and hope for the best. I have no idea why it's double-spaced either. This code is from Notepad++, so it's not like I use some weird non-windows, non-standard text editor to code in.