Given a very minor tweak (replace double quotes with single and add the VALUES keyword), your proposed syntax is valid Standard SQL-92 syntax i.e.
SELECT *
FROM mytable
WHERE (group_id, group_type) IN (
VALUES ('1234-567', 2),
('4321-765', 3),
('1111-222', 5)
);
Sadly, MSFT have not added it to SQL Server and consider it an ‘unplanned’ feature.
FWIW PostgreSQL and Sqlite are examples of SQL products that support this syntax.