You would expect you need to set the wildcard domains. Otherwise, it will bind to site.com, and not to sub.site.com, so it won't actually route anywhere on the server. For these you'll need to contact someone proficient with DNS and webservers for the correct configurations.
I didn't think that www. was valid prepended to a subdomain, but I could be wrong. Assuming that its not valid, than the browser is to blame, and not the configurations (unless it can somehow interpret it differently based on the httpd host).
header('HTTP/1.1 420 Enhance Your Calm');