The InfoPath 2010 web enabled task forms are served by nintex under /_layouts/NintexWorkflow/WrkTaskIP.aspx. The nomal infopath form is served via /_layouts/WrkTaskIP.aspx the /layouts folder is a directory shared by all web applications locaed under the 14 Hive at c:\program files\Common Files\Microsoft Shared\Web Server Extensions\14\TEMPLATE\LAYOUTS\. This page inherits from Nintex.Workflow.ApplicationPages.WrkTaskIPPage which is not part of SharePoint. The re-interpretation by the Nintex of InfoPath forms has consequently caused formatting rules to become an unsupported feature. Should I create normal SharePoint workflows with standard InfoPath forms the same form and rules will be functional (tested).
If you require Nintex Workflow and conditional formatting support you may wish to consider upgrading to the November 2012 release of Nintex forms which "supports" conditional formatting in the future, albiet this support has arrived somewhat late for those of us implementing Nintex workflows prior to November 2012.