Accounts that are created against the Windows asset, are local to the asset. Active Directory domain users cannot be added there.
Without a Directory added to Safeguard, the only way to login as an AD user to a member server, would be to use the "User Supplied" option in the Access Request, this supports local and AD users. However, this means that SPP wouldn't be storing the account password.
Enhancement request number #257125 has been submitted to Development for consideration in a future release of the product