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I have asked support about this as I have the same problem. Here is the answer:

"Unfortunately we are finding that starting in OS X Snow Leopard, the Mail rule has worked for fewer and fewer customers. It seems that in many cases Mail executes the rule but doesn't actually fire the script that adds the new inbox item to OmniFocus; you can tell if this is happening to you by observing if the message is marked as read and/or moved to the designated archive folder within Mail.

We hope to get around this growing problem by adding a feature to the Omni Sync Server which will add mails sent to a special address directly to your database on the server"