Well, so I'm led to believe, that 25p and 30p frame modes aren't officially supported within the HDMI spec. So what happens is that the camera sends the progressive signal as 25PsF or 30PsF, which is the 25p/30p frame rates in a 50/60 interlaced wrapper.
You don't lose any quality but there is a little faffing around at the edit stage (edit in 50i/60i and keep the field order at none or progressive). Your 25p or 30p signal is still there.
Sorry if this has moved away from the photo aspect of the D800 but, for me, this is quite important and still relates to the D800.