For aesthetic and organisation reasons, Vocabulary Groupings allow developers to group Vocabulary keys by logical groupings. There is no performance or processing benefit for this, it is only for aesthetics.
Imagine that you are wanting to give your CluedIn users the ability to easily filter and find a property on an object. By adding intuitive Vocabulary Groupings, you will be helping the user find this data. For example, placing all Account Numbers, IBAN, SWIFT and Bank Type properties into a Vocabulary Grouping called “Bank Details” will make it easier for users to consume this data.