UPDATE
I notice that if I edit the Infopath form on Infopath 2007, it seems that the rules for the load form will be visible if created.
This look like a bug. Here are the steps below that will lead you to the bug:
Step 1: Open the infopath form in Infopath 2010 and create 6 rules for Form Load and Save it as a file.
Step 2: Open that infopath form that you created in Step 1 in InfoPath 2010 and go to the Form Load section. You will only see the first 5 rules. The 6th rules that you created for Step 1 will just "vanish". Now, close that infopath form.
Step 3: Open that infopath form that you created in step 1 in InfoPath 2007 and select Tools > Form Option. In the Open and Save category, click the Rules button and add a new rule in it and save it.
Step 4: Open that infopath form that you modify as describe in Step 3 in InfoPath 2010. That 6th rule will be visible.
Therefore, there might be a bug in InfoPath 2010 that restrict Rules to a max of 5 in Form Load and thus if anyone open that form in SharePoint, only the first 5 rules will be executed.
However, I would still need someone from the community to confirm my findings for the bug is true or false. Thanks.