One of my most popular blog posts is "Control Outlook 2007 Junk Mail Settings via GPO". I've used this policy and corresponding text file for nearly two years now, without any issues.
And then I upgraded the mail server to Exchange 2010 SP1.
It was reported to me (and the "interwebs" confirm) that the import and processing of the text file for the "safe senders" has a bit of a special "feature". If you have any addresses on the list that match your internal domain, they are removed a few minutes after the import happens. And if you manually add any internal domain addresses to the safe senders list, they disappear too. This happens with the Outlook 2007 and Outlook 2010 client.
There is quite an extensive forum posting about the issue from early 2011 that you can check out. It includes some PowerShell to adjust transport rules so that domain mail has a reduced spam level. I haven't tried that though, as this issue isn't mission critical for our office.
But if you or your end users have noticed this behavior, it isn't insanity. It's just not working the way it did with Exchange 2003.