Rospy subscriber needs sleep (some time) until the first message is received

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Hi guys, I noticed following somehow strange behaviour. A topic subscriber is not ready to receive messages directly after its creation and needs some time until the first message can be received. The minimal example below illustrates this.

import rospy
from std_msgs.msg import String

def callback(data):
    rospy.loginfo("I heard %s",data.data)

rospy.init_node('node_name')

pub = rospy.Publisher('topic_name', String, queue_size=10)

sub = rospy.Subscriber("topic_name", String, callback)

pub.publish("no delay")

rospy.sleep(1)

pub.publish("with delay")

rospy.spin()

Results in:

[INFO] [1483456752.613187]: I heard with delay

I would expect:

[INFO] [1483457135.695501]: I heard no delay
[INFO] [1483457135.696547]: I heard with delay

Is this behaviour correct, as it is somehow understandable that it needs time to initialize the callback thread for the subscriber, or is it actually a bug? Does exist a better way to solve this issue instead of using rospy.sleep?