Hi, I know this issue.
I noticed two possible reason.
First, you have not enough permissions to device you want to monitor. What you see when you remodel device?
Second, your server is too lazy to start immediately after adding to Zenoss. I can not explain this, but sometimes I have the same situation. For example, yest about 2 p.m. I added mssql template to device added to Zenoss a month ago. The firsts values appears about 4:30 am today 
Don't ask me why it happened in that way...
Regards, Tommy