Are you using that security group anywhere outside of this stack? For example, did you create another security group that refers to this one? Did you assign it to instances or other compute outside of the stack? If so, I believe AWS will prevent you from destroying it until you have destroyed those dependent objects.
If not, I would possibly need to see more details of what got deleted and when - did the AutoScalingGroup get deleted successfully? More generally - what things are still left in your stack when you saw this? Feel free to DM me if needed.