If you split clips in tracks that are in a selection group with the split tool, you wind up with two selection groups of clips. Sonar keeps the clips to the left in the old clip group and creates a new clip group for the clips to the right. So you wind up with each set of clips in different clip selection groups.
 
If you use audiosnaps feature to split clips in tracks that are in a selection group, all the new split clips remain in the old clip group. Instead of assigning the new clips to new clip groups there is only one clip group with all the clips in it. 
 
I would prefer the audiosnap split clips feature to create new selection groups for all the new splits like it does when you manually split a clip selection group. Once you split the grouped clips it is most likely that you want to work with each of those groups separately instead of as one large group. 
 
Of course this is just my opinion and my work flow, so everyone may not agree. When I use audiosnap to split a group of clips I wind up having to them remove all of the new clips from the clip selection group and painfully going through and selecting each group of clips to create new selection groups.