Glad to assist!
I'm not sure why the client was not put in its AD-synched client group. (Your Macs have been added in to Active Directory, correct?)
Is this DMZ group the default one, by any chance? Clients that cannot get into their preferred group for whatever reason usually get placed into the SEPM's Default Group.
See if you can move this (and any other affected SEP for Mac clients) into their desired group. Depending on settings, it may or may not let you do this. (Some groups are set to Block New Clients, and also AD-created groups will not let any clients join unless they are members of that corresponding OU. "The client cannot be moved to the Active Directory group" If either the Mac or its user are not members of that client group, it won't let them in. That's by design.)
Another question: are all your client groups created by AD sync, or are some created in the SEPM? Here's an example screenshot from one of my SEPMs. The "BestOUEver" group's icon (circled in blue) is different because it was created by being imported from AD.
One other note, which may apply to some readers who find this thread: ensure that the group's display filter (circled in red) is set to display both Macs and Windows machines! It's possible to hide computers of a particuar OS, if desired.