Jeremy,
I have no idea why you are confused, just take a look at my response above your last post on this very page (10-07-2013, 09:33 AM). I believe Ilya also responded to you on this directly before via our helpdesk.
Here it is again
Your "SERVER" is retuning the correct "vary" header - not xmobile.
The default functionality of xmobile does NOT return this header because it is not coded to do that. However, a server can be configured to return this header when it receives a HTTP request for a page. In your case, your server is responding with the correct vary header.
I also told you that we would update xmobile to include this option in the next version - allowing the admin to force the vary header to be returned from within xmobile itself (this way, we are not relying on the server response to intervene).
Install the following plugin for Firefox and check the headers from your xmobile page:
http://livehttpheaders.mozdev.org
regards
Will.