i honestly don't know enough about active sync to help you out, but have you tried buying apps with out being active synced. If you delete that profile from your phone and just leave the gmail account synced you may be able to narrow down the problem to something in active sync. Ideally you would test with just exchance/active sync, just gmail/google sync, and then with neither.
Another possible option for the market would be to add your credit card to your google checkout account via computer, and i am not sure of the limitations of that.
I also believe that android and active sync are not best of pals if you know what i mean. Like i said i don't use active sync/microsoft exchange, but i did come across this article that hints to some exchange problems.
http://phandroid.com/2010/08/10/issu...down-for-free/
hope those suggestions help, or give you some ideas anyway