This is Google Analytics’s ‘Default Page’ feature. If you go to the Account Settings and Edit the Profile Information, you’ll see there’s a field called “Default Page”. It basically does what the theoretical filter I described above does: it automatically appends the default page (in this case, index.cfm) onto every page URL that doesn’t have a page suffix. It’s a shortcut, since most of the time, users want /foo and /foo/index.html to be counted as the same thing. But it totally breaks on WordPress and ‘prettified’ URLs, since they don’t have a file suffix.
Just remove the Default Page (leave it blank) and the problem should be resolved. I’m not sure if it will be retroactive (Google Analytics rarely allows retroactive changes), but it will resolve the problem moving forward.