Are you pressing the apply button in the options panel after changing the group for the wire? Or are you performing a right mouse button "done" after changing the group? If you're just doing a done, you need to press apply, first, so that the command knows you are done making changes.
Also, reconnect was combined with add wirebond. So, pick the pins just as you did in 15.7, but this time pick the add option. In the options panel, you will see at the very top the options to add a wire and/or finger. Since you only want a wire, uncheck the finger box. The options tab should then look similar to what you were used to seeing in 15.7, but with some extra options.