The .NET client library (I assume you are using the latest version, i.e. 1.4) opens a smart polling session after a previous attempt to open a streaming connection has received no answer.
This is usually because of a buffering proxy in the middle;
however, in that case, all attempts of opening a streaming session would fail.

In your case, you may be experiencing a different kind of connection problems, which affects only a part of the connection attempts.
Note that the "No more answer from server" message is also caused by a connection problem, when a poll returns but the subsequent one does not yield any answer.
Also note that the reported successful streaming session still yields no data; perhaps, the subscription request has failed to connect as well?

Information on the whole client-server interaction is needed to shed light on this behaviour.
At least, a comparison of the Server log (with default log settings), taken during a successful and an unsuccessful run.