Can't say I know what makes it run when you manually fiddle with the OSCCAL value but please repeat after me: I shall always check if analog functions are available on the pins I'm about to use. ;-)

I opened the 10F206 datasheet and - sure enough - it's got a comparator which takes precedence over normal GPIO operation. You need to disable it in order for normal digital GPIO operations to work properly. Again, I can't explain how that would tie in with the OSCCAL thing but lets first see if the comparator is indeed the issue.

/Henrik.