playerAddGroup( player, group ) calls playerAddGroup( world, player, group ) where world is auto generated,

public boolean playerAddGroup(Player player, String group) {
    return playerAddGroup(player.getWorld().getName(), player, group);
}

Next playerAddGroup( world, player, group ) aborts if world is not null

public boolean playerAddGroup(String world, String player, String group) {
    log.info("Vault playerAddGroup PermissionsBukkit");
    if (world != null) {
        return false;
    }
    return plugin.getServer().dispatchCommand(Bukkit.getServer().getConsoleSender(), "permissions player addgroup " + player + " " + group);
}

Therefore for PermissionsBukkit playerAddGroup always fails.

This is a known limitation with this permission system. if you are intending to do global permission additions you need to explicitly tell the system to do global permission changes.. not world-specific ones. methods that pass a player in are assumed to be world-specific.

See this: https://github.com/MilkBowl/VaultAPI/blob/master/src/main/java/net/milkbowl/vault/permission/Permission.java#L590