Ah! That's different isn't it?
OK! I tried it and the only way I can see to do it is:
Copy and paste the whole assembly of paths into Photoshop.
Save workpath 1 and rename.
Deselect the lot.
Select all except the paths you want to be in group 1.
EDIT > CUT these paths followed by
EDIT > PASTE.
Save workpath 2 and rename.
Deselect again.
Repeat this process to split the original path group into individual paths.
This is the best I can come up with, but it beats transferring individual layers.
Best thing to do is complete all the vector manipulation in Illustrator, and only transfer to Photoshop for compositing and rendering.
What you are really asking for is
Adobe Photillishop with the full feature set of both applications combined..... and I don't think your gonna get it.
Al