The To: filter appears to pick up cc: as well (and bcc:?). In the advanced search the to: operator does the same (which is user friendly to the masses, but not so helpful when you want more control), but there is also a cc: operator. You seem to be able to use this in the search filter as well. eg:
To: @example.com -cc:@example.com
Which appears to create a filter of the form... to:(@example.com -cc:@example.com). Although the syntax looks a bit wrong, it does appear to filter all the emails that contain an @example.com address in the to: field but not in the cc: field.
However, this is not really a solution since it excludes emails that are sent to @example.com in both the to: and cc: fields. But may be something to work with?
EDIT:
You can perhaps combine the condition when the address appears in both the to: and cc: fields by using/appending something like:
... OR (to:@example.com cc:@example.com)
Although I'm not sure if this can be successfully combined with the above rule?