i based my reasoning regarding the need to add record route only to the initial request to this text in rfc3261. i guess the proxy may add record route to any request, but since it doesn't have any effect to the dialog state, i don't see a point of doing it.
-- juha
12.2 Requests within a Dialog
Requests within a dialog MAY contain Record-Route and Contact header fields. However, these requests do not cause the dialog s route set to be modified, although they may modify the remote target URI. Specifi- cally, requests that are not target refresh requests do not modify the dialog s remote target URI, and requests that are target refresh requests do. For dialogs that have been established with an INVITE, the only target refresh request defined is re-INVITE (see Section 14). Other extensions may define different target refresh requests for dialogs established in other ways. Note that an ACK is NOT a target refresh request. Target refresh requests only update the dialog s remote target URI, and not the route set formed from the Record-Route. Updating the latter would introduce severe backwards compatibility problems with RFC 2543-compliant systems.