Right. I think it's really important, actually. I think it would help out a lot actually if you were trying to use the site to build a full impression of a character to be able to match an appearance of a character with the appearance of a group.
It can help quite a bit to define their role in a particular story. Minor characters in particular would benefit from this the most.
As we enter a steady period of inter-trilogy Star Wars storytelling, for instance, it'll be quite important to note that Jennir, for instance, is appearing not as a member of the Old Jedi Order, but just as himself.
Early appearances of Martian Manhunter—not to mention the current MM solo title—have nothing to do with the Justice League, and I can quite see how people might want to know that a character that's almost always depicted in a group setting is actually not appearing with the group in a particular story.
Spider-Man as a part of the Avengers is a very recent phenomenon, and there have been stories where he's actually opposed Cap's team. It would be cool to see where he's an Avenger and where he's not.
I think there are probably a lot of coding issues to work out here. For instance, I think we'd have to split up "appearances" into several levels. We might have to have "starring", "guest-starring" and "villains""—but I do think it'd be useful and cool, were it practicable.