Version:           2.0.84 (using 4.3.85 (KDE 4.3.85 (KDE 4.4 Beta2)) "release 203", KDE:KDE4:Factory:Desktop / openSUSE_11.2)
Compiler:          gcc
OS:                Linux (i686) release 2.6.31.8-0.1-default

Some combinations with a subscript in math mode are spell checked

A combination with subscript is spell checked if any of the neighbouring characters is not a bracket or a math command

A few examples which describe what I mean.

$\rho_1$ is spell checked (to be precisely '_1' is checked)
$\rho_j$ is spell checked (to be precisely '_j' is checked)
$\rho_\nu$ is not spell checked
$\rho_{1}$ is not spell checked
$P_\mu$ is spell checked (to be precisely 'P_' is checked)
${P}_\mu$ is not spell checked
$P_j$ is spell checked

rpm -q kile
kile-2.0.84.svn1055245-14.23.i586