Hi,
I don't think you can add a R81.20 SGM to a R82 Security Group. Even if you enable Image Cloning.
At least that is my experience when I created a new Maestro setup and one SGM was on R81.20 and the unassigned one was on R81.10.
I created a second (temporarily) Security Group, added the unassigned to this second Security Group and upgraded the SGM to R81.20. After the upgrade, remove the SMG, remove the second Security Group and assing the upgraded SGM to the correct Security Group. It is not needed to create a object in SmartConsole. You only need the Security Group to perform the upgrade.
If re-image is not possible, procedure above might be the best option.
Martijn