Interesting. I'm not sure why the behavior used to be different, as it sounds as though what I'm doing never should have worked.
For example, I will pop up a dialog when the player finds a new item. This dialog is a panel that contains a background, some text and images, and a button. Prior to updating to the latest version, (I may have not updated for a couple of versions), when the player would mouseover or click the OK button on this dialog, elements in my game world would not receive OnMouse* events. From your reaction, they always should have received the events, but this definitely was not the case. I tried placing a collider on the panel and on the background behind the button, and this did not change the behavior. As per your previous response, OnMouse* still falls through.
I do have to reiterate that this is definitely different
. I hadn't opened my project for about a month, then I updated to the latest version of NGUI and Unity, and saw this behavior. Since what I'm doing doesn't seem to be a supported scenario, I will try to find another solution.