Creating a new Approval Group

Business is requesting to add a new approval group to their current groups and we are in early stages of testing. We were able to successfully create the group in a lower environment and it works as expected. We had to start and lock the new group for every prior period for it to work. The next issue we have run in to is assigning the owners. We have this check box enabled "Copy owners to corresponding approval group members" and the owners are not copying over. How do we copy the owners without manually searching for each entity? Are