I can get ‘Group’ list by _app.World.Groups in .NET, but I can’t get it in python.
It does not support it/not implemented in Python API.
The .NET API and Python API are different in what they support. Generally, you can do more with the .NET API, which is the case here.
In .NET API, the simulation object has collection for groups of components. In Python API, the simulation object does not have this nor application object or component provide access to component groups.
If you want to get hacky and wacky, the vcSelectionManager object can give you some idea of a group, but there is no Python API atm to create new group, add/remove component to the group.
There might already exist a .NET commands/actions for managing groups which you could call using the netCommand in Python. If not, it is straightforward to make such an action, but it becomes moot if Python API support for groups is added at some point.