Queries allow you to add the results into their own group for easier access. Unfortunately, reports do not and require re-importing the appropriate data/KEY, allowing you to group or tag the items in the import.
You can use the following method to “re-import” non-supporter data (e.g. donation KEY, Action history, etc.) but you’ll need to use a ‘tag’ instead of group. This is useful to ‘mark’ this information, but you will not be able to delete the information.