Most distributions and, if I recall, OpenSUSE 11.1 pop up a window when a USB or CDROM
is inserted. I believe that this is done by Nautilus invoking the application or mounting the
device, as appropriate. 11.4 does not. This is the 64-bit version.

Is this a feature, a bug, or a misconfiguration?

If the last, I can't find anywhere to configure it or any useful documentation. I certainly
didn't answer any questions on configuring it! nautilus --check runs clean, and the standard
'documentation' more-or-less just lists things that you can do.