Here is why SPD 2010 Worfklows do not start automatically.

Apparently this bug is left over from MOSS 2007. Maybe its really a feature, although I am not sure. But here is the situation:
You create a SPD 2010 workflow, set it to start automatically or when an item changes and publish it to your site.

You log in with your system account and to test the workflow.

You create something, but workflow does not kick off automatically.

It seems you can only start it manually.

This is no good.

The FIX:
Log on with any other account that has contribute permissions.
Test the workflow.
It works.
Weird.