I resolved that problem but was beset by others. For example, I would add other windows (confirmed by the little message that appeared), click Save to the group, and then after I closed and reopened the group, find only the original pages were there. Also, I couldn't add PDFs to the group. It just didn't seem to recognise I was adding a window, yet it was fine with a Word or Excel document.
Groupy does not reopen existing webpages, only applications.
It will however reopen office documents as it has a way to query what file is, so can link file->window which isn't the case with web browsers.
For PDF files, the PDF app may have been sandboxed and thus preventing it from being able to be joined to a group.