In reply to Tudor Timi:
As Timi mentioned, this is an LRM requirement (Section 19.4) that Covergroups be created/assigned in the new method.
Section 19.4:
An embedded covergroup variable may only be assigned in the new method. An embedded coverage group
can be explicitly instantiated in the new method. If it is not, then the coverage group is not created and no
data will be sampled.