We stumbled upon this by accident – moods (or to be precise: everything which Pubsub/PEP offer) did not work on secondary domains.
It works now, it was just a little configuration change. The Pubsub service subdomain (e.g. pubsub.jabber.hot-chilli.eu) has to be the same domain as the Jabber service (e.g. jabber.hot-chilli.eu), not a subdomain of the Jabber server’s primary domain (e.g. jabber.hot-chilli.net).