Yeah. The relationship works fine on my Gmail Exchange server. It does list the categories pretty crazy though web you view them in the address book. But Siri does know she's not my "Assistant" but rather my friend, daughter, etc.
Ask Siri for Weather in Chicago or something. Be specific. If it works. Then Siri might not have your location. Ask Siri "Who am I". Make sure it has the right info.
Also. When you go to the weather app, does it have correct Current Location weather?