The UserGroup Entity has these two properties
    public class UserGroup : BaseEntity
    { 
        //....
        public RelatedEntityList<UserGroup> AllChildren { get { return null; } }
        public RelatedEntityList<UserGroup> AllParents { get { return null; } }

The Entity's config is to related them Many to Many

    class UserGroupConfiguration : EntityTypeConfiguration<UserGroup>
    {
        internal UserGroupConfiguration()
        {
            this.HasMany(i => i.AllChildren)
            .WithMany(c => c.AllParents)
            .Map(mc =>
            {
                mc.MapLeftKey("UserGroupId");
                mc.MapRightKey("ParentUserGroupId");
                mc.ToTable("UserGroupsHierarchy");
            });
        }
    }

Such that it is Many to Many on itself.

Would you expect DF to automatically populate the "UserGroupsHierarchy" linker table 
in the same way as a linker table between two different tables does.
It isn't at present!

Thanks
John