The NCX file is not part of the standard Mobipocket specifications. The Kindle previewer nor kindlegen
creates an NCX file (they will use an already existing ncx file to create the chapter "jump points" that you see in the progress bar on the Kindle or in the Kindle previewer). Calibre doesn't create an ncx file when converting to mobi either... and it shouldn't. But calibre
will create the chapter jump points in a mobi file from the existing ncx file when converting from an epub. I just converted one and the chapter jump points show up on the Kindle and in the Kindle previewer.
EDIT: Ignore the above, I didn't know about the bug. I still stand by everything I said though.