The problem was related to presence. Here is what the client was sending:
<body rid="34314917"
sid="fe63566533334135bb2edf70b80a62743416b584"
xmlns="http://jabber.org/protocol/httpbind">
<presence xmlns="jabber:client">
<priority>-1</priority>
</presence>
</body>"""
When priority is negative, the client only receives notifications sent to the full JID. I set the priority to 7 and now the client gets notifications from the all pubsubs that are subscribed.