Looks like a possible bug:
schematic capture -> select 2+ nets -> double click -> “create length matching group” -> new constraint dialog -> save -> does nothing.
The long route works fine.
This was caused by both the net inspector dialog being open while the constraint dialog got created. The dialogs are intended to be modal. This caused the save button not to get hooked up correctly.
I’ve just pushed a fix for this issue. Saving the constraint from when you come from the net inspector should work now.