Active Directory SSO user groups not in response

I am using Active Directory with Single Sign On to authenticate users. I would like to retrieve AD group information for users logging into the application. Under the Configuration tab I have checked Security groups. In the AD dashboard I have granted permission to the application to Read all groups. On the login screen the application asks for permission to see my groups. However after logging in the JSON response from Auth0 doesn’t contain any group information.

Am I missing something?