It should't be affecting DNN Only Roles and I just did a quick test on my dev portal and the user wasn't removed from the DNN only role but I'll double check the code when I get back from my meeting.
I'll cover the rest of your comments when I get back as well.
EDIT: I stand corrected on the DNN Only roles and I'll get that fixed up ASAP. I tested against a role that I thought wasn't part of my AD but I guess it was.
Also, there's nothing I can do if a user has the ability to add themselves to an AD group, hits the site, see information they shouldn't, and then removes themselves from the group. Only people with proper permissions can change group memberships and one hopes that those who've been given such permissions are trustworthy.