It looks to me like the Graph module has a bug in it. Since all the vertices in your example graph are strongly connected, a graph with a single vertex and no edges should be returned. However, it looks like the graph computed by strongly_connected_graph() is created by adding edges. There needs to be some logic added to copy the single vertex if there are no edges.

The strongly_connected_components() method does return all four vertices.

I have sent Jarkko a suggestion for how to fix this, msg me if you need a copy.

Update:
Keep asking, and you will receive.
Jarkko has just released Graph-0.20102, a bug-fix release, which includes the fix mentioned above and others.

Update #2:
Jarkko notes that he does not claim that the module is bug-free as of now.