Thanks for submitting this feature request. I'm the product owner for one of our development teams, so I wanted to weigh in here and perhaps get some additional feedback.
The need I'm seeing here is that you'd like to be able to easily add people that have clicked a link to a group without having to go through the additional step of saving them as a search. The solution you've proposed here, adding tags to links that in turn automatically add members to a group, would be a pretty big project, and I also wonder if it would be simple enough for most users to adopt.
As an alternative solution, what do you think about having the option to add audience members that have clicked a link to a group (in the same way that you can save them as a search now)? This would eliminate the intermediate step of creating a search, saving you quite a few clicks.
I'd also add that we are currently discussing some ways to improve our auto-responder features so that you could programmatically send emails to your customers based on a variety of conditions. Our hope is that by improving that part of the experience, you'll need to do far less manual grouping like this in the future.
Please let me know what you think of this idea. Thanks!