So it was a bug
One of the things that I didn't like about Whidbey was the apparent lack of support in the designer for implementing interfaces. In the prior versions of Visual Studio, when you implement the interface, all the signatures of the interface are put into the code document automatically. This support seemed to be ditched in Whidbey. I started to get a little confused about this feature because sometimes it did work. I assumed that it was buggy Beta and CTP versions that were responsible.
Now I am using the RTM version, I am still having this behavior. I have just figured it out though and it is a bug. If you implement the interface inside a region, the signatures are not auto inserted. If the implements statement is typed into the class outside any regions, the signatures are added.