This seemed odd to me so I did some investigation. According to this web page the problem is at the network end with T-Mobile not permitting streaming, but users are reporting that it does stream when using a 3G dongle and a conventional desktop browser. The only conclusion seems to be that access to the iPlayer is being restricted by the BBC based on the type of device connecting to it. Whether this is down to technical issues of streaming or a request from T-Mobile and other carriers worried about bandwidth usage is unclear.
The fact that T-Mobile works with a dongle but not on phone browser or iplayer app shows that its site level and app level block not network. All very mysterious. To add further intrigue, some users report that a video started on wi-fi will continue to play on a 3G signal although I have not managed to replicate this.
Update 8th August 2011
I think I have found the explanation. Apparently the BBC block access by any mobile network which assigns a UK IP address to customers when roaming overseas. The BBC has issues with some of their rights holders not wanting material shown outside of the UK (my guess is that its some of their production partners). Mobile networks who use local access points for roaming are allowed onto iPlayer. This does not, however, explain why a T-Mobile dongle can connect. Maybe they have no roaming available? But it does explain why you can watch the BBC News Channel live on T-Mobile (no rights issues for the news).