So, you prefer to 'send file to Speedgrade' as an .ircp? Rather then send the project to Speedgrade while Premiere has it open with the Direct Link? If Premiere has the project open and using Direct Link, Speedgrade treats it as a Premiere Project .prprog rather then a .ircp
That might help. And yes Speedgrade as a .prprog does limit the Speedgrade features.
If using the Direct link, guide to your Premiere project sequence using Speedgrade's sequence icon (center, right).
I have taken a Premiere Project and exported an an EDL, then imported into SpeedGrade as an .ircp and 'loaded the reels'.