From: "Tom Lane" <tgl(at)sss(dot)pgh(dot)pa(dot)us>
The problem you've got is that you need a nestloop-with-inner-indexscan plan type, where the inner side is an Append group (that is, an inheritance tree) --- and 8.1 doesn't know how to create such a plan. If you can update to 8.2 or later it should get better.
Isn't test 3 (scalar subqueries) also a nestloop-with-inner-indexscan with an inner Append?
Julian