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We can reproduce the problem you posted and will have a patch in ImageMagick 6.2.6-1 Beta within a few days. 6.2.6-1 is scheduled for release in just a few weeks.
We spoke too soon. Direct Postscript to PDF conversion only takes place for single page Postscript documents. We used a multi-page document in our tests. With a single page EPS document, it is converted properly to PDF. Can you try ImageMaick 6.2.6, the latest release and see if you get the expected results? If not, post here and we will investigate furher.
Turns out we could process multi-page Postscript into PDF. We'll look into patching ImageMagick 6.2.6.-1 to support this feature.
We suggest you bypass ImageMagick and use the Ghostscript ps2pdf script to convert a multi-page Postscript document to a vector PDF file.