Until recently (latest update?) The ‘See Also & Classify’ pane would indicate the appropriate groups for new documents. This appears to have stopped working.
Update: This works if I uncheck ‘Current database only’ - even though I have just one database open and it is the appropriate one for the document I have selected.
Is this a bug?
I thought I had the same issue, but it turned out DT3 had not reopened my opened databases after a reboot, so there were no open databases to classify into!
I really wish DT3 would remember which databases it had open, and reopen them for me on startup, rather than leaving me to do it myself. The macOS “reopen windows when logging back in” feature is supposed to restore their full state, not just reopen the windows with nothing open in them 
Well, I’m using DEVONthink Pro 3.8.5 and when I re-launch DEVONthink the databases I previously had open are opened and the group I previously had open within the relevant database (i.e., the one on which I was working) is also opened. I’m not sure why that’s not working for you.
Stephen
Most likely reason is a crash or force quit, in that case it’s intentional that the databases are not automatically reopened.