Well I know what the problem is but I don't know why . The only default stratageys file that the game looks at is the one in the data directory. I believe this is a bug but thats the way it is right now. Malfador has been told about this so maybe the next patch will fix it. For now just change the file in the Data directory.
I figured out what you need to do.
First,add your strategies in the default strategies file.(not the AI default strategies)
Second,you edit and create your empire again.
Third, start the game and they will be there.
Fourth,save your empire and exit game.
Emporer Zodd - have you tried this with the AI as well? (I'm at work and cannot try this until this evening) if we make a change to the AI_Default and then load and save the .emp file for a particular race again like you said below - perhaps this way we can get badly needed strategies to the AI player as well.
__________________
No bastard ever won a war by dying for his country. He won it by making the other poor dumb bastard die for his country.
-General George S. Patton