Unity's animation work flow supports the 2D sprite renderers because special handling was added to them. NGUI has a public UnityEngine.Sprite2D reference, but Unity's animation system is not picking it up. It's just one of many issues with the current implementation in 4.3. The people behind it wanted the system out as quickly as possible, without considering coders, let alone plugin devs like us.
If your 2D stuff should go on top of NGUI stuff, I would suggest keeping it simple and creating another camera to draw all the 2D stuff. Then you can work with NGUI elements using NGUI's sorting (by depth), and your 2D elements using 2D's sorting, without having them interfere with each other.