It's funny you should bring this up now, because I just had this very discussion with Shimano a couple of days ago myself. Recounted on this thread over on crazyguyonabike:
In a nutshell, I had 9-speed Dura Ace bar end shifters (i.e. "road" shifters) combined with the Shimano XTR RD-M971 rear derailleur (i.e. a "mountain" derailleur). I was getting problems with ghost shifting - if I dialed it in at one end, then it would start skipping on the other end. Shimano told me that this derailleur may experience this type of problem with these shifters. According to them, the only shifters that are officially compatible with their "mountain" derailleur are the MTB trigger shifters. On an earlier conversation with a different Shimano rep, my bike shop guy was told that it's specifically the 971 derailleur that's having the problem, and earlier versions of the XT didn't have the issue. This is second hand, though, and I didn't get any more details about exactly which models would or wouldn't work. The guy I actually spoke to didn't tell me this, he just said flat out that mountain derailleurs won't work well with road shifters, period.
In any case, this was all a bit of a revelation to me, since I thought that 9-speed was 9-speed, I didn't realize there might be issues with mixing road shifters with mountain derailleurs. But there you go, two separate phone calls to different Shimano tech reps said pretty much the same thing.
But the thing is, I know that plenty of bikes are sold with this combination, so many people (most perhaps) never see this problem manifest... but I did (of course, if there's a potential problem then I'll probably see it). So it's just something to be aware of.
Incidentally, my "solution" was just to get a bit creative and go over to SRAM Gripshift + SRAM X.9 derailleur on the rear. It seems to shift correctly in all combinations, at least in the bike shop on the stand. I hacked some MTB bar end extensions to fit onto my drop bars, see the linked thread for details. I'll be testing the setup properly tomorrow.