The ceiling tool cannot detect the room bounding capability of linked files or columns. When using Auto Ceiling the tool is oblivious to the boundaries that are defined by these elements.
Room tool seems fine:
Ceiling isn't fine:
I can't say that I was surprised since this issue has been with us all along but I had hoped with the release of 2009 that we'd see this fixed. Further I hoped that the linked file could also provide the same function. On the surface, to me, it seems like the "same" calculation for either tool.
The "fix" for the column condition is to let the walls trim "inside" the colums so they touch each other. The ceiling sketch will ignore the columns and be a bit bigger than need but the column will mask the ceiling. Not perfect but easier than sketching around the perimeter for each ceiling. If necessary you can still do that. For linked files you'll need to sketch the ceilings.