Since the last releases of Blender, there is no more the possibility to copy/paste nodes between files (that was hyper-useful). Now the only solutions is to Group/Append Group. But I can't group AN nodes neither... so the question is not "how to group AN nodes", but "how to move them to another file", if there is another way to do that.
PS: About grouping AN nodes, I think I'll open another question,
as you see on the screenshot - the group options are grayed out...