I don't think there would be any real advantage of MOVING to domain from a Work group...
Consider the following, though:
1. You could import the Active directory structure in SEPM console, and integrate with Active directory. This will make your clients, and groups in SEPM, to synchronize with the structure in Active directory.
2. If you lose communication with sepm, for some reason, like uninstallation and re-installation of SEPM, you could use Sylinkdrop utility, in a Domain. This would not be useful in a Wok group.