Hello Vadim
After digging a little deeper, I have found that there’s a little more to the topic than meets the eye. It seems that neighbor-groups are a specific feature of the IOS-XR software, where peer groups are supported by the IOS-XE. They are similar in what they deliver, but their syntax is different. So essentially, they do deliver the same function, simply in a different manner.
I hope this has been helpful!
Laz