I just purchased the 757 last night.  Same problem for me.  The HSI CDI needle is INOP under VOR mode.

Other than this one bug, I also had 3 to 4 CTDs.  One happened when I was trying to tune a VOR course in the FMS, and another happened when I exited FS9.

Overall, it's a fantastic plane.  And it's needless to say that it's a great deal as well for the price.

Jason

PPL IR SEL MEL