We are having the same problem. A concurrent issue is the BB browser asking for domain credentials. I think this may have something to do with how the BB is authenticated on the domain. I made a test page on the SLXMobile web server with read access for Everyone, restarted IIS, and tried to get there from BB browser. It still asked for domain credentials. After entering creds, I could get both the test page and then the SLXMobile client.
I guess the BB is caching the login page, erroring on the login request, and failing. A workaround may be to make a "jumping off" page with a link to the mobile login page... force it to be non-cached... so the user has to be attached to the domain to get to the SLXMobile login. Just thinking out loud...
Resolution is pending... Here's some info from Blackberry about authentication, if you can make heads or tails of it. I'd love to see some more docs or suggestions from Sage on BES configuration...