I might be able to tell you how to fix this. I worked with the IT people at my employer and they had me make a change for role assignments and that fixed it. I use the Azure account that is provided as part of my MSDN subscription from my employer.
Go to All services->Subscriptions->Your Subscription (in my case Visual Studio Enterprise Subscription - MPN)
Then click on the Access Control (IAM) link on the left near the top of the list. After that look at "Role Assignments" tab in the content pane on the right. If you do not see yourself then add yourself as "Owner." In my case, the IT person that administers our Azure account at work was listed but I was not. After adding yourself give it a few minutes for the permissions to replicate into the system. After that I was able to create the Schema Registry Group without an issue. I was never listed as "Owner" here before but I never had any issue creating many features in Azure portal. However, this feature would not work until I was made an owner.