If you from Microsoft, please ask for feature request for simple tables and indexes moving between filegroups.
Main idea:
- use syntax without fields enumeration because MSSQL engine already knows them;
- commands same for indexes, tables, heaps.

SAMPLE:

alter table heaptable rebuild on FG (with online on|off, maxdop = nn)

alter index clu_index rebuild on FG

alter index nonclu_index rebuild on FG

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oracle, postgress, mysql already have these commands. mssql does not.