My comments, as Greg12 linked, still stand.
Changing the sylink.xml file does not change the group in which a SEP client resides on the SEPM (and really should never have done). Whatever the SEPM believes to be the configuration, takes precedence over the client's view as it always should (who'd want users to be able to choose how the client is configured?)
The only time reaplcing the sylink file will also cause a SEP Client to use the preferred group instead of the group assigned by the SEPM, is when the HWID is also cleared at the same time. In this case, the client appears to be a brand new entity to the SEPM, so it happily accepts the PreferredGroup option.
All in all though, MoveClient is recommended.