It's not a compliment as I remember McGraw-Hill using the term. Even if it is, that doesn't change a thing.
This is an interesting example, since the marked phrase seems as likely to be adjectival as adverbial. Both "went after dinner" and "a movie after dinner" are plausible coherent phrases, and "a movie" is closer to "after dinner" than "went". Given that McGraw-Hill marks "after dinner" as adverbial, it must regard that phrase to represent the time of going, rather than the time of the movie.
Whether you regard the complete phrase as "to a movie" or "to a movie after dinner", the phrase starting with "to" modifies "went". There is no other available role for it to take. Modifying a verb, it is adverbial.
Unless it is specifically stated that every adverbial prepositional phrase is marked, you shouldn't be surprised. Every prepositional phrase can be labeled either adjectival or adverbial, depending on what it modifies. Even proper complements, if prepositional, can be saddled with one label or the other.