As a caveat to my answer here, I do not know what PMI's intent was when differentiating between a focus group and a facilitated workshop. One definition I read was that a focus group was a gathering of SMEs to discuss a single functional area while a facilitated workshop is a gathering of SMEs to discuss cross functional areas. I don't think this definition adds a lot of value.
In my view, a focus group is a type of facilitated workshop. A JAD session is another. A risk identification meeting might be another. I'd use the term focus group for a type of meeting where I am testing a particular hypothesis or hypotheses, a type of session to create a product of deduction. Whereas another type of facilitated workshop is more a process of induction, where I am producing hypotheses for future work.
For example, in a standard risk meeting, the team would be escalating their identified threats for future analysis and mitigating efforts. In a focused risk meeting, the team might be analyzing a specific risk or set of risks facing their environment to validate the threats and identify next set of actions.