Caveat I'm not familiar with Tree lights. In Dali lightgroups make sense as the fixture itself is programmed to respond to the group address. DMX on the other hand does not have the concept of groups, you can replicate it by programming the two fittings to respond to the same DMX address but many cases this is not possible, e.g. a dimmer module will generally sequentially number channels from a single configurable start address.
DMX is a relatively high baud rate vs Dali so I've not found it an issue in practice to just keep devices on their own address and use config to drive them both together. Assuming you're using the Lighting Controller block it's generally trivial to have one controller "Lighting Circuit" feed two DMX devices. (limitation is if one is standard and the other a Smart device for some reason)