I think it's by design. What you could do is add an extra (non-calculated)
field to your list in SharePoint and then use this field in InfoPath to store
the calculated values in and display them in the drop-down list box. Once you
have added the field in SharePoint and created a data connection in InfoPath,
you can retrieve the data connection in the OnLoad event handler of the form
and then do one of two things:
1. Loop through all the rows in the secondary data source and fill the extra
field with calculated values using the other fields in the same row, or
2. Create an XSLT that will transform each row in the secondary data source
to contain the calculated field based on the values of other fields within
the same row, and use this stylesheet to transform the entire secondary data
source in 1 step.

The advantage of the second option is that there isn't any looping involved
in code and it will perform better than the first option when you have many
rows to convert. I will post an example of the second option on my website.
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S.Y.M. Wong-A-Ton

I've posted an example of the second option (see previous post) here:
http://enterprise-solutions.swits.net/infopath/transform-data-secondary-data-sou
rce-xslt.htm

While I've adopted this solution to a WSS list for your scenario, it can be
used to transform data in any secondary data source.
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S.Y.M. Wong-A-Ton