You'll need to continue to use the Saved Searches dialog to run groups.
The context menu in Find & Replace is only used to load the search you select into the Find & Replace dialog. There is no way to load a 'group' - it doesn't make sense. There is only room for one search in the F&R dialog, so you can only load one at a time. And even if you could 'run' a search from the context menu - what would you run automatically - Find, Replace, Replace All, etc.
Running a group is easy enough from the Saved Searches dialog - and the dialog can stay open and left on screen if you have a large enough screen.
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