You still need to trace through the energy
Distillers' grain may still contain enough calories to be usable as feed, but it definitely will not contain as much as the raw corn (the energy in the ethanol has to come from somewhere).
You are right that it should be factored into the EROI of corn ethanol, but you would have to think a bit about how you would measure that. One way might be in terms of calories of meat produced divided by calories of grain fed (which is, AFAIK, pretty terrible -- something in the region of 0.08 for beef). If you use that calculation, it barely changes the overall EROI of the ethanol.
Of course this raises a whole separate issue -- that most of the US-produced corn not going into ethanol goes into meat production, which is a terribly inefficient way to feed people. But one thing at a time...