People who use SNMP: is it common for devices to not respond to a walk with all OIDs? To only reply with some OIDs when specifically asked for those?

I'm not that experienced with SNMP so I'm willing to acknowledge I could be wrong, but I thought the whole purpose of doing an SNMP walk was to have the device reply with every last possible OID string it had in its tables. I'm currently dealing with certain devices that will not do this. There are certain OIDs the device will not give you in an SNMP walk. You have to specifically ask for that subtree and then it'll give you the data. Is this common??