After migration from SQL2005 to SQL2008R2 none of our SQL jobs ran successfully using the default SQL Server Agent Service account (Run as defined in the jobstep).
However using a proxy account, linked to a credential that impersonates the same SQL Server Agent service account, everything runs fine.
We solved this issue by explicitly grant the service account database role membership to the db_ssisadmin role in msdb.
And everything worked fine.
When revoking this role membership, everything remained to work correctly, so this sounds like a bug!