FAQ 102 does not currently mention anywhere that it is not possible to create custom friends groups for a community. In fact, as far as I've been able to find, the only FAQ that even touches on that issue is FAQ 76, which only says that it is not possible to post with custom friends security.
Perhaps, in addition to possibly adding the statement to the effect of "custom friends groups cannot be created nor used in communities" to FAQ 102, it could also be added to other FAQs in the Community Management category, such as FAQ 80 or FAQ 234.
EDIT: Please disregard the prior suggestion. However, as
"Note that even though it is possible to create custom friends groups for a community for viewing purposes, these groups cannot be used as security levels for the posting of entries."
Perhaps it could also include a brief reminder to select the community from the "Work as user" box, as well.