Answer from Microsoft Support:
The behavior you are seeing is due to presence subscription optimization to the Lync client so that the subscription is delayed until the necessary contact information is required by the Lync client. Photo is an example for this optimization. Another example is ContactEndpoints. Please take a look at Contact presence subscription changes section of the Migration doc for Lync 2013 page in MSDN docs. Specifically you must create and maintain your own ContactSubscription for the contacts that you need all the ContactEndpoints.