Yesterday, I've written a support mail to bing webmastertools. Surprisingly I got a very comprehensive answer within hours! Thumbs up!
The answer: "Yes, you are right. Since this lazy load feature is a 3<sup>rd</sup> party application, as initial troubleshooting steps and to isolate the issue, please try to turn off this feature on your end."
Well, I try to turn off the lazy load for the specific page and see what's happening.
Best wishes,
Georg.