I checked the error console as you suggested. No errors reported. I should also mention that I tried an older version of mootools, 1.2.b2, and the problem still exists, so the problem is not related to anything new done to mootools. I've been using mootools and Ajax requests for a while and never seen this problem before.
I also placed assert statements in the onFailure, onException and onCancel events but they don't report any problem.
