You have to make sure Roles are properly configured on those new modules. If for any reason the new modules are not display under Roles, go to Admin->Repair->Repair Roles.
I know this is an old thread, but I’m having the same issue. I created a custom module “Buildings” and a Security Group “A” When I create an account, contact, etc. with a user in “A” the record gets added to the security Group “A”. In my custom module Buildings to not get added to the security group???
I don’t use security groups all that often, so just wondering if I missed something in creating the module? I tried the repair roles as suggested above and that didn’t make a difference.
You might need to add a workflow or a logic hook to take care of that. Security Groups tends to be very sensible and likes to make things difficult sometimes