As Tracy Perry said, this isn't vBulletin. The reason you're finding XenForo permissions difficult is because you're doing it all wrong. It's like a PC user who moves to a Mac and insisting they'll only do things the way they did on a PC.
Firstly you should not be moving anyone from one primary group to another. Everyone should have the Registered group as their primary group and this has the lowest permissions. You then assign secondary groups which have additional permissions to those who require them. Brogan's guide explains all of this
http://xenforo.com/community/resources/implementing-permissions-across-multiple-user-groups.358/
You shouldn't be using the Never permission either. Never should only be used in exceptional circumstances as it can never be overriden. You should be using Not Set (No) for group/user permissions or Revoke for node permissions.
I'd set up your permissions as follows:
Group Permissions
Registered users - set your base permissions that everyone gets
Adult Users - set any additional permissions (if they don't have anything additional, leave everything as Not Set (No)
Super Moderators - set additional permissions (I'm assuming that Super Moderators are moderating across all of your forums)
Moderator Permissions
Your Super Moderators should be assigned in ACP > Users > Moderators. Don't give them any individual permissions here (unless you need to for certain users), just make them a Super Moderator and tick the option to add them to the Super Moderators group (as a secondary group - note they will still have Registered as their primary group). Doing it this way makes it easy in the future to change permissions for Super Moderators as you will do it once for all of them in the Super Moderator group rather than individually here.
Adult Users Node
Adult Users node - make this a private node. Once you've done this, for the Adult Users group only, set the View Node permission to Allow. Don't do it for any other group. If there are any additional permissions required for Adult Users, set these, otherwise leave all node permissions set to Inherit.
Doing this will mean that only the Adult Users group will be able to access the Adult Users node, no one else.
Now assign the Adult Users group as a secondary group to everyone who needs access i.e.. Adult Users and Moderators who qualify.
You're done.
So now you'll have:
Regular members - Registered (primary)
Adult members - Registered (primary) + Adult (secondary)
Super Moderators - Registered (primary) + Super Moderators (secondary, plus allocation to Moderators in the ACP)
Super Moderators who are Adults - Registered (primary) + Adult (secondary) + Super Moderators (secondary, plus allocation to Moderators in the ACP)
The beauty of permissions across multiple usergroups like this is that if you want to make a change, e.g. give some additional permissions to every member, you only have to do it once in the Registered group, or if you want to tweak the Adult members privileges it's done once in their group.