As with any nonclus index, SQL estimating that too many pages will be needed from the nonclus index causes SQL to drop back to just scanning the main table. I can imagine that this would be even more frequent with CCI tables than standard row tables, but I haven't done/seen any testing yet to confirm that.
SQL DBA,SQL Server MVP(07, 08, 09) A socialist is someone who will give you the shirt off *someone else's* back.