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Based on Bill's comments then one would expect COPYGROUP to be superior and from the IBM Pubs that is what one would expect.
Here is from https://www.ibm.com/support/knowledgecenter/SSLTBW_2.1.0/com.ibm.zos.v2r1.idak100/utilr21.htm
IEBCOPY's group copy function is expanded to include PDS to PDS member group copies. A new statement, COPYGROUP, provides the same functions as the existing COPYGRP statement, and expands it to support group copies when both the input and the output data set are PDSs.
Confusing - to be sure
COPYGROUP vs. COPYGRP vs. COPY - the documentation is confounding, confusing, and in some cases causes outright execution-time job failures if the incorrect control statement is misleadingly and mistakenly selected. IEBCOPY is one utility that fundamentally underpins storage management and SMP/E: a utility/tool that MUST operate seamlessly and without exception.
Under certain circumstances, ff you substitute COPYGROUP for COPYGRP, IEBCOPY with terminate RC=8 with IEB1130E (FAMS processing error) and Diag X'282200BB'. But if you use COPYGRP, the exact same job completes RC=0.
FIX IEBCOPY: (1) remove the duplication, and (2) thoroughly update with customer and peer-reviewed, refreshed publication content.