If your configuration files under /etc/sudoers.d/ is not being loaded… ensure that you have the following line in /etc/sudoers

  #includedir /etc/sudoers.d

Even though it is commented out… the existence of the line is required for things under /etc/sudoers.d/ to be loaded. At least, this is what happened to me under Scientific Linux 6.1.

Whether this is a feature or a bug, I have absolutely no idea. Hope this saves someone some hair pulling and time.