MJPEG stream playback only possible when opening "fresh" stream

I run Windows and as test I run following command to create mjpeg stream:

MJPEGServer -- ffmpeg -probesize 32 -fpsprobesize 0 -analyzeduration 0 -fflags nobuffer -f gdigrab -r 15 -i desktop -f mpjpeg -q 2 -

This captures the screen and streams it (more examples at MJPEGServer page https://github.com/blueimp/mjpeg-server).

Now, what I do and what I see:

• I start chrome and open this stream -- no problem, I see it
• I start VLC (so it is second client) and open this stream -- VLC is not able to play it, there is no error, nothing
• still keeping all those apps I start firefox (so it is the third client) and open this stream -- no problem, I see it

Ok, so in such scenario VLC does not play stream. Now, I do it again from scratch (so please close all apps):

• I start VLC (so now it is the first client) and open this stream -- it works as expected

For the record there is report: #21262 (closed) but it is not a duplicate. I checked 3 versions of VLC, 2.2.8, 3.0.13, 3.0.16 and the behavior is the same.