Just to make sure, we are talking about SWG here, not SBG (though we are in the same happy family of Symantec products).
SWG cares about the Directory being used in two specific cases:
1) DCinterface software install - this is only supported on AD 2003 and AD 2008. If you install DCinterface on some other directory, it will either not function or not install. Of course as you stated, NTLM is an option so many customers do not use DCinterface at all.
2) Validating the LDAP response. In theory all OpenLDAP compliant directories should respond the same way for an LDAP query, but we've seen that in practice this is not always the case. As of now, SWG only validates and tests Windows AD LDAP responses when we release new updates to our software.
SI