For me, It depends how I set my Groupy setting. If I set the application grouping to
Off : Automatically group identical Windows
on : group newly opened windows while Ctrl key press
It will goup into to the active windows explorer.
But if you have the setting to
on : Automatically group identical windows
off : group newly opened windows while Ctrl key press.
In this case, my finding, it will always group into the latest added groupy tab,
Note: Tested on Windows Explorer only, might be different on others.