I came across an interesting note on the Exchange 2010 ActiveSync and Exchange 2003

Users who have mailboxes on an Exchange 2003 server who try to use Exchange ActiveSync through an Exchange 2010 Client Access server will receive an error and be unable to synchronize unless Integrated Windows authentication is enabled on the Microsoft-Server-ActiveSync virtual directory on the Exchange 2003 server. This enables the Exchange 2010 Client Access server and the Exchange 2003 back-end server to communicate using Kerberos authentication.

 Proxying isn’t supported between virtual directories that use Basic authentication. For client communications to be proxied between virtual directories on different servers, the virtual directories must use Integrated Windows authentication. 

 http://technet.microsoft.com/en-us/library/bb310763(EXCHG.140).aspx