For now it seems to be a bug i Web Part v10 sr2.
QV Support has reported it as a bug - and they looking in to it.
Another issue in Web Part v10 sr2 is, that in setup scenerio 2:
Box 1: SharePoint
Box 2: QV-environment
Issue: When running a anonymous connection Web Part creates multible connection using up more than one session CAL.
If the 2 things are related isn't clear.