SQL Bulk Insert Impersonation issue
OK, here is the answer to my particular problem.  While the commenters above were very helpful and had some good suggestions, like manually adding the SPN, there was one final part missing. You know, one of those that has to be completed on a dark stormy third Thursday of the month, only when the moon is waxing half way...

After a few days after this posting, I basically posted the same question on the Microsoft SQL forums to get a fresh prospective. Long story short, I had to have my network admin run adsiedit.msc and have him edit the service's domain account user. The userAccountControl attribute, which is a number that represents a bitmap fields had to be updated. I had to take a single existing number, 0x10200 (NORMAL_ACCOUNT | DONT_EXPIRE_PASSWORD) and OR in 0x80000 (TRUSTED_FOR_DELEGATION) and OR in 0x1000000 (TRUSTED_TO_AUTH_FOR_DELEGATION) for a grand total of 0x1090200!

Now, isn't that user friendly! I honestly don't know why that when we setup the account in the GUI for delegation that it did not set these bits too, but it didn't.

I now have Bulk Insert running correctly for a trusted connection (Windows Authentication) and impersonating correctly on two out of three of my SQL Servers. Not sure why it is not one the one, but that is for a different day...