Some thoughts....
1. If the user originally had a DNN account & password BEFORE you turned on AD, then it seems that the use still knows their old password and therefore is simply logging in under forms authentication.
2. AD authentication would have generated a random password for each user and then use the AD password for authentication. Since the password would differ, then #1 could not occur.
I am guessing that #1 is the case and, if so, we (the community) needs to do a couple tests to see what occurs under different configurations...
mikez