That sounds strange to me. I've got a separate web app for My Sites and configured AAM to match my portal site mappings. This works perfectly for me. When I access the portal using http://intranet, the My Site link redirects to http://intranet:40000. When I access it from the outside, with https://extranet.company.com , it redirects me to https://extranet.company.com:40000.
However in your case where My Sites live on the same portal web app, your AAM should work just fine. I would check that in SSP administration your My Sites target matches your Default zone URL. I guess it should be http://portal/sites/mysite