I don't think there is a "bug" in the proxy (other than the occasional scanner crash in the log). Everything is working just fine for the last 20 hours.
I suspect there is an issue with making a lot of configuration changes in a short amount of time. Maybe if you make configuration change #1 and hit apply, but then before that service can restart you make another config change to the same sub-section and hit apply again things don't quite work right until a reboot. I don't know for sure, just guessing.
The symptoms were strange. ASG was in this weird state where I could watch the live SMTP log and send myself email from outside (eg: yahoo mail =>
me@mydomain.com) and my exchange 2007 server inside the proxy would receive the email and I see nothing in the log. Yet, 5 minutes later I see a spam mail rejected in the mail manager. I think all my issues were fixed with a reboot while I was tinkering.