Yup, same here. Somehow sometimes the cut contour stroke gets outlined (converted to a solid object, no stroke) when saving the file. It seems like it has something to do with the transparency presets when saving files, or at least that's my best bet. I've yet to be able to solve it though, no matter what settings I tweak. I've tried various formats, .ai, .eps, .pdf, and different versions of those from Illustrator 3 all the way up to CS5 with no luck. While I know something behind the scenes is afoot, it seems completely random and unpredictable.
I'm hoping some Onyx or Adobe super-gurus can shed some light on this as well.