It doesn't really matter; as you can see, you have all elements that are on the page to choose from. I would say a best practice is to select the element where it makes most sense for you to stay organized and be able to quickly find it down the road as your app gets bigger and potentially other states are being used. At the very least, document your state locations in a notes section.
Elements can hold multiple custom states, so if it's easier for you to select 1 element to be the dedicated custom state "holder" (like a group like you did or even the page itself), then do that. I've done that and it saves you time when having to hunt down where custom states are, but sometimes it also makes sense to select an element that the state is dealing with to begin with.
An example of this would be the tabbed group template. Add it to a test page and study the elements there - you'll see that the custom state for changing current tab is on the group that contains all the inner groups.