That's not really a group in the sence of a Messenger group.
That is an individual contact. It is actually a kind of bot, which let you speak to multiple people at once.
It is a service from groupsim.com. And although they started out as a very promissing and exciting new service, right before the new groups feature where introduced by Messenger themselfs, they are now a rather spammy and if I may say so a deceiving business.
eg: they also pray on the popular name of Messenger Plus! to get a popularity boost and revenue for themselfs.
They went from
to
.