This appears to fix it. I think there should be a larger discussion about latched messages, since it's been the source of 3 separate pull requests (this, pull request #224, pull request #196). ie. Are there certain low-volume topics that should always be latched? Should latching be the default behavior? How can we test this? I'll start an issue for it.
We think that the problem is that gzclient is advertising then immediately publishing its request-for-scene message, before having time to hear from the master about extra-process subscribers. This is a common problem in pub/sub systems. In ROS, a somewhat common pattern is advertise then wait for at least one subscriber to be connected before publishing. Not sure whether that would be appropriate for Gazebo.
In any case, it does seem like latching this kind of topic is correct.