I had two Edge windows open, separately, with one tab/web page in each. I grouped them, then saved the group. I closed the group. I opened the saved group. I got two separate Edge windows, that opened to no URL.
Windows 10 Ent (1809)
Edge--latest: Version 90.0.818.49 (Official build) (64-bit)
I just tried again, from the beginning. This time, it opened three blank "new tab" Edge windows, even though the save group had two tabs, both with URLs.