The error message demanding that one must "select a new app version for the platform“ is somewhat misleading. What it means is that the subscriptions must be associated with a draft submission of a new app.
I was able to submit one subscription group, containing one subscription for a new app version using this procedure in App Store Connect:
Submit the new app version for review, but keep it as a draft submission.
Submit the subscription group for review. When you tap "Add for Review”, you get a drop-down menu that lets you submit it (a) with the draft submission created above or (b) as a new submission. Select option (a).
Submit the subscription within the group in the same way.
Then tap the "Submit" button at the bottom of the draft submissions window to submit all items together.
Topic:
App Store Distribution & Marketing
SubTopic:
App Review