I had this exact same problem. On most objects (including new primitives) I could use the Split Polygon tool to cut through several adjacent faces with just two clicks. However, on some objects it simply refused to work across more than one face. I tried the usual stuff of deleting history and freezing transforms to try and get the object closer to a 'clean' state. In the end I tried what we refer to around our studio as The Cube Method and combined the object with a standard poly primitive cube. Bingo bango, it works.

The Cube Method has fixed more random modelling issues in Maya than I care to mention. To the point where one of our in-house MEL scripters is going to have a look at automating the process for us.