My guess is that you either do not have the OmniPlan clipping plug-in enabled in the OmniFocus preferences, or you have reordered the plug-ins and OmniPlan's plug-in is after the Any Application plug-in. Either way, the result is that the magic doesn't happen...
This was reproduced on the the OG tech support's system as well, so my question is:
As it appears to work on your system and not the above two, did you enable this functionality long ago, with previous versions? Do you think it's inherited setting, since neither the Omnigroup tech, nor I can get the sucker to turn on currently?
Anyone else care to chime in with their successes and failures here?