It seems the only way to add an extension to group is by
create extension
Go back to groups
assign user to group
go back to extensions rights
change group from drop down.
Brand new group, brand new extension. You cant copy something new. Seems like a reasonable request that you can assign the group when you create an extension.
There is no need to go back to extension rights and select the Group. The extension is already in the Group. The reason you have a selection there is because your extension is part of 2 groups and you have control to change the rights for each group.