since we build the CPE's and then have the installer set it up once it's tested and working, so the pass through cat 5 pigtails are necessary for us. We've ran into the same leaking issue before, our solution, while not pretty, is easy and VERY effective. wrap the nut and cable in mastic tape once it's installed. haven't had one leak yet.
In regards to using Mastic Tape, It is always a good idea. However, we have had a few situations where the mastic tape seals perfectly to the rubber part of the cable, and does not seal perfectly to the Connector/Nut. Over the course of a year or so, we had to revisit a tower because of poor performance. Upon inspection, the mastic actually allowed water penetration through the top, causing it to basically cup the water. Because of the climate changes as posted above, it basically sucked water into the enclosure, and then filled the bottom of the enclosure with water. This then caused the connectors on the bottom to take on water.
All in all, as Gerard stated above we now use the Dielectric Compound. Water may be able to penetrate the tape, however it cannot penetrate any further because of the dielectric compound in a sense forms a gel seal with both coax and ethernet connectors. Local phone companies also use it in their connections on the outside (atleast some do) for this very reason.