BT Call Pickup Group when Forwarded to other user's phones, forwarded vis custom rule or forwarded via phone is considered a limitation at this time per the support site. They would like to have this limitation lifted in future updates.

Ref: https://support.btcloudphone.bt.com/articles/en_US/Knowledge/Set-up-a-Call-Pickup-Group-on-BT-Cloud-Work?retURL=%2Fapex%2FSupportPortalSearch%3Fc%3D%26k%3DGroup%2BCall%2BPickup%2Bgroup%26action%3DSearchAnswer%26sortBy%3D&popup=false&Title=Setting+up+a+Group+Call+Pickup+Group+%7C+BT+Cloud+Work