Indexed groups have classification turned off by default, as the expected behavior is that you will be indexing into the database instead of also exporting documents out to the folder in the filesystem. You will want to enable (uncheck Exclude from…) classification for your indexed groups in the Info pane, and then the groups should show up in See Also & Classify.
If you also want to export those newly classified documents out to make them indexed as well, there are some tips in this post that may be helpful.