While I can't explain the technicalities of WHY this is the case, I can confirm that you're not alone.
I purchased a Sarotech Flex-CD Firewire case in preperation of moving my DVD burner out of my PC so that I can share it between my new 17" Powerbook (hopefully only two or three more weeks to go!). I've yet to move the burner into the case, and just out of interest I decided to try an IDE HD in the case, reasoning, like yourself, that it should work.
Sure enough, Windows XP just will not recognise the drive, so there must be something different between a hard drive and a CD/DVD IDE-to-Firewire bridge board...
Anyway, I know that didn't explain the why, but at least you know you're not alone and that you don't have faulty gear.