Josh,
The vulnerability scan is completely separate from the other scans. You need to check the vulscan log files on the clients to see what the Security Scan (VULSCAN.EXE) is doing. You can get to the vulscan log files by running "VULSCAN.EXE e" from Start | Run on the client. The vulscan log files start with vulscan and end in .LOG. Check the logs to see what is happening. If there are no log files then you will need to check your agent configuration to see when you have the Security Scan scheduled to run.