Adding these four lines to optparse.OptionGroup makes using option
groups vastly easier:

    def __enter__(self):
        return self

    def __exit__(self, *exc_info):
        self.parser.add_option_group(self)

You can then do things like:

    with OptionGroup(parser, "Group name") as group:
        group.add_option(...)

Patch is inline.

Is there anything I can do to get this feature request considered
earlier? I can generate a real patch, but I figured that wouldn't
necessary for something so simple. This has the advantage that it can
probably be cut/pasted into any version of the code.

This API is too "magical" to my liking and doesn't really reflect what
context manager's are supposed to do, i.e. handling resources. Also, I
don't see much advantage over:

group = OptionGroup(parser, "Group name")
group.add_option(...)
parser.add_option_group(group)

Finally, the __exit__ handler adds the option group to the parser in any
case, whether there was an exception raised inside the block or not.

I agree with Sebastian that this is not a good use for a context manager.