How to enable remote (mobile) user at login time?
I am seeing this issue after an upgrade today and adding the machine to Active Directory. It then occurred to me that my FileVault setup is causing this; FileVault 2 is full disk encryption, so the local account "unlocks" the drive and allows access to the configuration necessary to allow network users to log in.

My guess is this is part of the design/implementation of the encryption, if you have that enabled. Disabling FV2 may allow the login process to work with network users. I need to do more testing.