I'm actually having this same issue. I am surprised more people haven't mentioned it.
It appears port 5989 is blocked for outgoing CIM requests over WBEM. The firewall guide says it should be open by default when the CIM server is enabled, however looking at the vSphere client, I can see that there is no outgoing port enabled.
Unfortunately, I can't find any documentation on how to change the rule for this service to allow outgoing connections. All I have found is how to limit hosts from connecting to it, but I need the WBEM indications to go outward. The only way I have been able to get this to work is to disable the firewall completely, but that's not really something I want to do.
This didn't happen with 4.1 and I've read it's fixed in 5.5. I can't understand why a patch hasn't fixed this behavior. The CIM service is supposed to open the port temporarily to send out indications, according to this troubleshooting document:
Anyhow.. still researching. I've had to use vCenter alarms to work around this, which is really annoying when you have a lot of hosts since it's very difficult to configure alarms for only a subset of your environment (we have 4.x and 5.0 in addition to 5.1 and it's only the 5.1s that don't work correctly).