I'm also experiencing this issue with maven 2.2.1 with a Nexus server on the back. I have sniffed the http communications and the preemptive authentication configuration is indeed being ignored.
Furthermore it appears that the expect 100-continue functionality isn't working properly either. Protocol inspection reveals that even when 100-continue is sent in the header the payload is still sent. Naturally this leads to a bad checksum computation on the server since the first request is denied with 401 since preemptive authentication doesn't work.
Note: We are using a username and maven encrypted password in the server section of settings.xml.
Here is an excerpt with the password altered of course.
<!-- configure windows domain username and encrypted password here
Don't forget you need to setup a settings-security.xml file too in the same
directory for password decryption purposes.
<!-- This may not be a valid base64 string since it was altered -->