We have announced that Group Owners will be able to leverage existing groups to drive membership in Office 365 Groups.Pär Adeen commented
I also would like it the other way around, adding O365 groups to AAD security groups.
Why: This might be to a missing feature in Power BI. Power BI currently can't att a Office 365 group to a RLS (Row Level Security) Role. One way top come around this could be to add a Office 365 group members into a AAD security group.
And I guess that also without this very specific Power BI need, there might be other reasons whay someone would like to do this as well