This is preferential, not required.
Is it possible that, in the future release, when we move the MD file to another database, the images in the Assets group are also moved to the new database under the same folder/group structure, Assets, just like the annotations?
The request is noted, with no promises. But according to your screen capture, the Assets group is made as a subgroup of the Markdown document. So if you simply contain the Markdown document in a group from the start, you can move the entire group. That would include the Markdown document and the_Assets_ subgroup.