Wit a client's subsite on my network I have the same issues with the domain mapping not working showing the sub domain instead.
After reading the answer from Kimberly I checked with my client and he stated, that he is using the mapped domain for logins.
My question: What else can be done? Something directly within the mysql-database?
Joe gave a great explanation on this some time ago:
This issue I found with the sub domain showing in the URL is directly related to which URL was used to log into the domain to make the post which is then sent to the subscribers.
If you log into the mapped domain or TLD of the site and make the post then the email comes out using the TLD as expected. i.e. Login using http://mappeddomain.com/wp-login.php
I found through testing this also affects the permalinks created for the post made therein.
If logged in to the sub domain permalinks and emails indicate the sub domain, if logged in using the mapped domain as indicated above the permalinks and emails indicate the mapped domain URL.
Does this help?