Based on the comments I think we both agree this is irregular. Double check that the configurable and the simple products are in the same category, and then (you are probably doing this already) add a simple product to the cart and add the same simple product via a configured product and take a look at the results.
But before you do that, follow carefully my (paranoid) process for applying sale rules (this is what I do for Catalog Price Rules and shouldn't really be necessary for shopping cart rules but when Magento-based paranoia creeps in I turn to my obsessive-compulsive behaviour):
- Re-index everything
- Refresh the caches
- 'Save and apply' the rule to apply it to the fresh indexes
- Re-index again
- Refresh the caches again
Now test the sales rules. The process is paranoid because for sure not everything needs re-indexed nor cache-refreshed and I haven't read all the code to understand from which tables or caches Magento build's its sale rule information from, but from real-life practice I know it can be difficult to get Magento to apply the rules.
I am not aware of a setting to explicitly include configurable products.
Check that there are not other rules with logic that excludes the configurable product.
If it remains a mystery, maybe creating a new configurable with only one simple item would help flush out the setting or glitch that is causing this behaviour - I think that would be a good point to start debugging if you need to roll up your sleeves and get into the code.