In fairness they were only included in asyncio as of Python 3.11, which was released a couple of weeks ago.
These were an idea originally from Trio [2] where they're called "nurseries" instead of "task groups". My view is that you're better off using Trio, or at least anyio [3] which gives a Trio-like interface to asyncio. One particularly nice thing about Trio (and anyio) is that there's no way to spawn background tasks except to use task groups i.e. there's no analogue of asyncio's create_task() function. That is good because it guarantees that no task is ever left accidentally running in the background and no exception left silently uncaught.
[1] https://docs.python.org/3/library/asyncio-task.html#task-gro...