Just wondering if shouting "Mind if I follow at a distance?" would be against road etiquette I guess... Would you find that rude or strange?
Not rude, perhaps a bit strange, but if you are following at a distance that doesn't interfere with the group, and you aren't interacting with the group, it is probably unnecessary. It's a public roadway and I wouldn't consider trying to keep pace with a group of riders, while maintaining a reasonable distance, "joining a ride in progress". It's just sharing the road. Following a female or juvenile rider could, however, be considered creepy.