In order to find Site Collections associated to Office 365 Groups, do the following:
- Click Reporting
- Click New Report
- Select Object Type > Site Collection
- Specify Site Template > is > Office 365 Group
- Select your preferred columns or leave as is.
- Select your target.
- Click Continue (with or without saving, your preference).
- You will now have a list of all site collections associated to an Office 365 Group in your report results.