Some more information on the user agent I found here
http://support.microsoft.com/kb/832161
Windows XP
The WebClient service is used if you connect a Web Folders without specifying a port. For example, if you use the "http://webserver/davscratch" URL, a network trace shows something that is similar to the following in the HTTP header:
HTTP: User-Agent = Microsoft-WebDAV-MiniRedir/5.1.2600
Microsoft Office
When you use the syntax that includes a port number, you connect with Office WebDAV. For example, if you use the "http://webserver:80/davscratch" URL, a network trace shows something that is similar to the following:
HTTP: User-Agent = Microsoft Data Access Internet Publishing Provider DAV
Further known issues with Microsoft-WebDAV-MiniRedir
So it also looks as though there could be other issues as well depending on the clients connecting to the site most clients are running windows xp with the latest service pack but there are some clients running windows 7. However, the fact that it works without going through BigIP LTM means these issues have already been resolved.
Any update on this ?