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There is a command line utility for LCM so you can automate exports - docs.oracle.com/cd/E40248_01/epm.1112/epm_lcm_user/ch07.html
Seems that is a new feature for 188.8.131.52. I am still on 184.108.40.206 so looking into Utility.sh (I will update my question to indicate the EPM version I am using)
I finally used Utility.sh to export the groups into a file called Groups.csv - this got me the list of AD users added into a Native Directory group.
Reference for EPM220.127.116.11 folks - Using Lifecycle Management Utility
$ sh Utility.sh /path/Oracle/Middleware/user_projects/epmsystem1/import_export/2013-10-30__NativeDirectory_Users_Groups/Export.xml
>>> Enter username - admin
>>> Enter Password -
Migrating artifacts from Foundation/Shared Services to /path/Oracle/Middleware/user_projects/epmsystem1/import_export/2013-10-30__NativeDirectory_Users_Groups/HSS-Shared Services
Exported Artifact - Users.
Exported Artifact - Groups.
Migration Status - Success