I was having the exact same problem. Web form submits were not showing up in activities in new leads only. I'm thinking that the internal event/external call that creates the task is set to 0 hours by default. But if the lead isn't created in CRM yet, there's no record to write to. I'm delaying form submits by 4 hours since my Eloqua instance syncs every 2 hours with CRM. Hopefully this will give it enough time to create the lead, then when it fires off the web form submits, the lead is there to write.
Hopefully this helps.
