HA! Seems like one of those less useful features… Not sure why you’d want to do something like that. But, I guess you got your reasons. If I need to move a number of clips like that I just click-drag, select them and move them. And no. PPro doesn’t automatically make groups in that manner. But you can group clips on different layers of your timeline. The key word you were missing in your description is “Automatic”, you want the software to decide which clips to group.
TC