Make a window a child of the parent group, to better organise projects

I have several projects going at the same time: my job, my startup business, a personal project, another personal project, etc.

It would be great to keep these segregated. I could do this using Groups. But when I open a new window (Ctrl/Cmd+N), it is anchored at the top level. I have to manually drag it into the relevant group.

What if, when I hit Ctrl/Cmd+N, the new window is created inside the same group? Then I can keep my projects neatly organised.