I am not really sure why this problem is happening but figured I would post the details in case anyone else came across it and needed information.
We are using managed code in a corporate environment (Office is installed and configured by IT and the users can't muck with very many settings/policies). Some machines were installed with Infopath 2007 SP1 and some without SP1. The forms are published to a company share and have domain trust.
During testing we noticed that the non SP1 environments were failing to access the form DOM (on form load we touch the DOM through code). Unfortunately no error was thrown in the environment itself - all the statements just quietly failed. Investigating led us to find that the statements were actually throwing a "request failed" error that could be trapped (but again didn't show up as an IP messagebox like most unhandled IP errors do). The zones/security is definitely setup correctly. A machine that did not work was upgraded (through the IT process) to SP1 and then started working with no other changes.
Weird issue. I am leaning towards an Office security setting/policy that was causing it that is broken in the non SP1 install but was correct in the SP1 install. No idea which setting it would be though. Also, I can not have that changed even if I did know what it was.
For those that care - my workaround was to create another view that displays a message "you must have SP1 to view this form". Make that view the default, wrap the form load code in a huge try catch (could do just the first statement that hits the DOM as well), and make the last statement before the catch a switch to the "real" view.