Following Finder's behavior, we could select a bunch of triggers, right click and pick an option to automatically create a group with them. Like this in Finder:
As a new user of BTT it actually took me a while to actually see the "New Group" button at the bottom, because I was expecting it to group them on right clicking > New Group from Selected Triggers (or something like that).
I mean, the button at the bottom could still be there, but a contextual menu could also be added 