That might not be trivial at this stage. But yeah, I agree, the trickiest part would be crafting an intuitive UI around the feature.
If you're shuffle playing and the next song in the queue has a non-empty group tag, remove it from the queue and instead add the whole group in the correct order. Everything else should be handled the same.
It might be a bad way of handling it (and if it is, I'd be glad to know why). But that's how I would implement such a feature.
Then you could show a broken chain link if a linked track is shown in a view by itself sans sibling(s).
That type of UI would be simple enough when you want to link tracks that appear in sequence on an album. Are there any use cases for the ability to link unrelated tracks X Y Z together? Probably not. Playlisting pretty much covers all that functionality.