Amazon ASG (auto scaling groups) define a group of instances to create.

An ASG is defined by the autoscaling group itself and linked to a LaunchConfig (or template).

This component is expected to be displayed but will never have associated security group to it.
An ASG simply define the number of instance to create and target a launch config which define "how" create them.
Then the ASG schedule X instaces based on it such as.

 +---------+             +-----------------+
 |         |             |                 |
 |   ASG   +------------->   LaunchConfig  |
 |         |             |                 |
 +----+----+             +-----------------+
      |
      |
      |
      |
+-----v-------+
|             |
|  Instances  |
|             |
+-------------+

The actual security group to create a link can be found in 2 places. On the created instances themself or in the used launch config.
By not having this element, we are rendering incomplete/misleading architecture diagram.