You should be able to run the form disconnected if the XSN has been cached (opened once on your local computer). Verify it has been opened at least once while it was connected. If that is the case, then check the data connections in the data connection wizard to ensure that the box to cache the data connections is set. I believe the default is that it won't do that so you have to cache them. If that doesn't solve the problem, I'd say it's a change between 2007 and 2010.