Known issue. When the Security Groups filters are created, if those have other Security Groups nested, an Inclusion is added for those nested Security Groups as Filters. The Security Groups - Users to Machines are not doing it.
This issue has been fixed. See ITMS 7.6 HF3 (DOC8873)
A workaround is available for those that can't upgrade: it is to add those missing Filters as inclusions.
Note: You could edit the XML for that filter and add the desired Filters (since the AD Import Filters are not editable directly).