I think you are saying that when you view the form in the browser, one control doesn't display the default value? Is this a default value? Does it depend on a secondary data source? Are the post back settings the same on all the controls?
For IP 2003, the order of processing on startup is user roles, open rules, OnLoad handler, OnSwitchView event handler (per Developing Solutions with Microsoft Infopath, pg 322). I'm not sure if this has changed in newer versions of IP or in browser forms, however.