Are you sure? I double-checked, and you are right that it does pull in DLs, but for me, it also pulls in SGs. I am VERY familiar with both, because it's one of the first things I look at when I walk into a new environment. My current client had (and still has) a mess, because they had duplicates for every group - one a DL and one an SG. Theyhad not been assigning email address to the SG, but I have no idea why. So, they had to add/remove people from 2 groups each time, and when I went to use groups in SP, I could only get to some random ones that actually were SGs, but none of them had email addresses. They're soon to reconcile all of them and get everything turned into an SG while cleaning up the dupes.
Anyway, I had some of the previous DLs converted to SGs (a simple radio button toggle), and some others I got created as SGs as new. All of my personal DL and SG memberships show up, which in the end is more powerful. The fact that SP can only leverage SGs, but this web service allows us to compare both SGs and DLs could be an extra boon.
Do you not see _any_ security groups? Not a single group that shows up for you in this web service's results can be used for permissions in SP?