Different behavior of AD group when added directly and when added in a SharePoint group

I have a AD group( its a Security group and Universal scope) added inside a SharePoint group. Now when I check the users permission inside that AD group they don't have access(No permission are assigned to Users inside that AD group).

But when I add the same AD group directly to the site and assign permission, the users inside the AD group gets the permission.

Is there some extra settings required if we have to add AD group in a SharePoint group? Any help!

For SharePoint 2010

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