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Necrothread, I know, but I can't upvote this feature enough. I just discovered I'm unable to do this. I use tabs so much, an inability to drag multiple tabs into a new window is highly problematic for me.
Please, please, please add this feature. I'm ok with using an extension, so if someone knows one, please let me know.
@burnout426 Mystery solved. Thank you so much! (Although it's a bit disquieting that I don't remember turning VPN on some time last week.)
Ugh. It's already been more than a year since I asked about this. 
Please, please, please add this feature. Saving a group to speed dial isn't at all the same thing.