Thanks again,
nextdoor, for trying to help me.
It is encouraging to know that, in your case, the format you use in Address Book is preserved through MobileMe onto your iPhone. If I make a small change in Address Book, then the change does show up on the iPhone. So, Address Book and Contacts are syncing through MobileMe. Also, as I stated above, in Address Book I now have +Automatically format phone numbers+ unchecked.
And, thanks for the tip on saving a phone number in only one format 01 2345 6789. Your story makes sense, and that's what most likely happens in Japan as well.
When I travel to Tokyo, upon landing in Narita I immediately rent a 3G cell phone. Then, I yank the SIM out and put it in my iPhone. That's when I need to see these phone numbers in a correct format. (Though it has nothing to do with this thread, they no longer rent a SIM for iPhone.)