Can't remove group from Parent Group

If you give a Group a parent group (or in my case two), and then try to remove one (without adding another), it doesn't work.

Create a Group and give it a parent group or two.

Edit the Group and under "Parent Groups" tick one or both of the groups you want to remove from being parents and choose "- select -" next to "Add Parent" so as to avoid another group being added as a Parent.

When you click Save you will get an error message:

"Please correct the following errors in the form fields below:
Make sure at least one parent group is set."

Except we don't want any parent groups - the whole point is we are trying to remove them!