I have a 6-core Xeon processor, and as far as I can tell, Xeon supports up to SSE4, so I don't think that's the problem. Plus, if it was unsupported, it would run at half-speed according to the wiki, and it's not, it's still running at full-speed.
Bitcoin's implementation of SSE4 is probably optimized better for AMD processors - somebody already complained about it on the forums i think...
So i guess filing a bug would be in order.