Working with a client on an Exchange 2003 to Exchange 2010 migration and had some issues with Outlook Anywhere working. I did some digging and resolve the issue as being something stupid I had done with the TMG 2010 rules. However along the way I found this particular error occurring at times and for a short while it lead me on a wild goose chase.
I eventually through the power of google, found this article here explained it all to me. Long story short – it’s by design, but the author of the article did even more digging that explains exactly why it’s by design.