As it turns out this is a known problem and there is not currently a fix for it. The work-around is to use “wildcard inclusion” on any managed paths, and in our testing it appears to work as expected. When we publish the same form to a site using the wildcard path, the secondary data connections work just fine and the form functions as designed. We have encountered some other strange issues in the explicit-inclusion sites, such as SharePoint Designer data view webparts losing their connection to linked lists, and while I’m not sure if it’s related or not we don’t see those problems when we’re not in the explicit inclusion sites.

If you’ve encountered this same issue hopefully this blog post will save you a bit of time and a call to Microsoft. I haven’t received a link to a specific knowledge base article, but if I do I’ll update the post. Here are a few links to other user postings that might help:

http://technet.microsoft.com/en-us/library/cc288905.aspx (see comment at the bottom)

http://www.eggheadcafe.com/conversation.aspx?messageid=33610469&threadid=33610468

http://social.technet.microsoft.com/Forums/en-US/sharepointinfopath/thread/851c5baf-1c81-482a-8776-f909b54da565/