OK, so I investigated a bit deeper....
UI:
I am able to create an external group which maps to an aliase of a LDAP group mounted in auth/ldap
CLI:
I am able to write the LDAP group to /auth/ldap/groups/ by running vault write auth/ldap/groups/<group-name> -policy=admin
So here everything looks fine!
UI:
When I log in with a LDAP user which belongs to the group added in the UI, the user that I used to log in is now an entity and if I see the members of the group I created this entity belongs to that group :)
However, when running vault list auth/ldap/groups or running vault list auth/ldap/users in CLI, I receive No value found at auth/ldap/groups and No value found at auth/ldap/users.
CLI:
When I log in with a LDAP user which belongs to the group added in the CLI, the user that I used to log in is now an entity, but It doesn't appear in the group in the UI because that group doesn't even exist.
However, when running vault list auth/ldap/groups - I can see the group
when running vault list auth/ldap/users - I receive No value found at auth/ldap/users
This is definitely a bug.