store client ip in data group using irule

Why do you want to store it in a data group? To use it in another irule?

I can think of an option, do it via local logging.

Once its local logged, have an alert script triggered to copy that log & filter the IP to a file, have the file put unique entries alone.

Then trigger an Icall script to update the required DGL.

But still, for what purpose you are planning to use this. Share us your requirement, maybe there's some other feasible methods available too.