Why does it work against the .zip using file:/// but not work against http:// ?

the content is identical, just the protocol is different.

m2e/aether can index a local repository and, because of that, indexing is unnecessary when using file:///
As to the remote repository, it must be indexed.

...
We can pretty easily add the index info to the hosted repo, it look like John did this already.
...

http://maven.repository.redhat.com/jboss-eap/6.0.0-cr1/maven-repository isn't indexed yet.
There isn't the http://maven.repository.redhat.com/jboss-eap/6.0.0-cr1/maven-repository/.index/nexus-maven-repository-index.properties file.