3 years old and this is still a bug!
Please can we get a fix for this, it works as expected on other channels just not Magento.
When a bug can't be fixed, you just add it to the documentation spec and make out like it's supposed to be that way:
By default, the Variation Group Name followed by an auto generated number is used as the listing SKU. If you want to set your own SKU, you can add a ParentSKU extended property with the desired SKU as the value to the main product of the variation group (Property Name: ParentSKU, Property Value: desired SKU, Property Type: Attribute);