Hi Nathan
I had a quick look at the Parameters and User Group - I'm on SP12. When I choose modify my account and go tot he parameters tab, it shows the parameters I currently have. I'm not sure, however, if this is a design feature or a bug. But it seems that System/Roles tab does not impact the Parameters or User Groups Tab.
Adding Parameters - this bit is tied back to the System on User Access Tab. You have to have to have a system on that tab for the search of parameters to work
I tested a request where I added an ERP system but defaults for parameter appeared for a different system. I did not have issues in submitting the request.
For the user group, I thought I stumbled on a blog previously that user groups should exist across all systems. However, this might have been in relation to CUA.