Logging as a result of a customer inquiry:
Revit 2019 has new integrated structural connection functionalities, however the implementation of those raised the limitation, that it is not possible anymore to create an assembly or a model group of structural frame elements modified with steel features, such as cut, weld, bolt, connection...
More information documented about this limitation in the Revit Help:
https://help-staging.autodesk.com/view/RVT/2019/ENU/?guid=GUID-19A4C068-F7A1-415F-A991-0EFF73DD6819
Please, allow grouping of structural frame elements modified with connections in future Revit releases.