A while ago I wrote a tip about problems geting SEF URL's work on 1&1-s servers. Back then I didn't realized, that the problem is the same - or at least fairly similar - on GoDaddy's servers too. Not everywhere, I have a site running on GoDaddy with sh404SEF without any need of tweaking the .htaccess file, but recently I had issues with another site.
So, the trick above solves the problem, but what is the cause?