If you really need to add the Central Management Server to a group that it maintains there is a work around to do that.
You can begin a New Server Registration to an existing group as usual, but instead of entering the instance name, enter the IP address of the server. You will have slightly different behaviors when executing queries against that server though. When you start a new query from only that registered server the status bar will show the IP address rather than instance name. However, you run a query against the group the result set will show the server name.