Oh! Maybe I've seen this, too... I was working on a test site and if I checked out anonymously using the e-mail address of an existing account, I'd get the existing user checkout message but the order would never get attached to my account. In the test site, I updated uc_cart.module to the latest Bzr version and the problem went away. I'm not sure if this is a fix for everyone, but it's worth a shot. You might try to duplicate the problem as I described first.