I used to duplicate layers such as watermarks or adjustment layers from one document to another in Photoshop all the time. Layers are mostly put in a group. Now, I am starting to use Photoshop CS6 and I've fallen in love with the new Color Lookup adjustment layers. I found that whenever I have a Color Lookup layer in a group, I can't duplicate that group to another open document any more. All I can do is to duplicate it to a new document which is no use because from that new document I can't duplicate it to the document I want anyway.
I can still duplicate other layers to another document as I always did but just that Color Lookup Layers that I can't copy.
Can anyone explain why I can't do that or am I missing anything?
updated*
I have tried to right click on the group and click Duplicate Group and in the Document list of Destination document, there are only two options which are the same document and New.
When I tried to drag and drop the group I am getting the following error message. I have tried to do all those with just a single color lookup layer and it failed for the same reason as well.
"Could not complete your request because an adjustment or fill layer cannot be converted to the destination document mode".
Both documents have RGB, 8 bits mode.
Any possible causes?
Thanks.

