Looks like you are right :-) It works and I can ignore the warning. My original issue was that items were never saved, but it was another problem with @State in a SwiftUI view. It was not related to UserDefaults.
Thanks for the highlight :-)
One more thing :
The shared preferences file is corrected created in ~/Library/Group Containers directory, but the defaults command line does not see it.
➜	~ defaults read com.stormacq.mac.MyApp
2020-09-07 10:25:53.188 defaults[82827:947786]
Domain com.stormacq.mac.MyApp does not exist
➜	~ defaults read TEAM_ID.com.stormacq.mac.MyApp
2020-09-07 10:26:05.088 defaults[82857:947925]
Domain TEAM_ID.com.stormacq.mac.MyApp does not exist
The same with non-shared preferences works correctly. Can defaults read Group Containers ?