This is an extremely important feature and I was aghast when I came across this thread to discover that it wasn't simply a case of my not being able to find out how to turn on the feature.
Apple, listen up please! When you introduced the tabs feature and then tab groups, most people who use them keep multiple windows open that contain quite a number of open tabs - dozens, if not more. For such people, these tab group windows with lots of open tabs are often used INSTEAD of the bookmark folder and feel much more useful, because the tabs are right there in front of you instead of hidden away in folders that you never remember to go to and scroll through.
Before Sonoma, when you wanted to find a particular tab group among all of your open windows, the easiest way to do it was to click on the "Window" tab in the Safari menu bar where the list of all open tab group windows were prepended with the tab group name. Without that, you are simply looking at a list of random single webpage titles that you may or may not be able to discern what they are by the description you see listed. It's a HUGE waste of time and energy having to click on each one until you find the correct tab group window you are looking for.
This is clearly a bug as it hinders productivity and efficiency instead of the contrary.