My boss and I were talking this morning about an employee's phone being connected to the network and he suggested that it opens us up to our network being penetrated. 

We have a pretty stable and some what secured network behind two firewalls, and a couple snort boxes, etc...

Under what scenario couple a mobile phone running iOS be used to gain access to our network without the phone being rooted or jailbroken?

I would say treat any device you cannot control as possibly hostile.  If people want to connect their phones to the wireless network, put them on a segmented "public" wireless network or guest.  If their phone does get compromised, then you do not risk access to the business infrastructure.  Also if you are running iPhones then it might be a good idea (if you aren't already using or migrating to it) to use Exchange 2010 and utilize the iPhone feature to remotely wipe the device.  That is if you allow them to connect their phones to the corporate network.  Or just standardize and move everyone to BBs.  I hate them but they make central management of mobile phones easy.

But yes you should be concerned since the phone is attached to two networks, yours and the mobile provider.  You cannot control the mobile provider's network so treat it as hostile.