Using Firebug, I can see that only the first 20 datarows returned by the stored procedure are generated in HTML by the component. But thanks for the pointer, I'll keep looking ...
Later ...
I googled a bit and it seems to be a default parameter of the component art grid.
If I add the following parameters:
PageSize="100"
GroupingPageSize="100"
... I can see all my data, the presentation is just ugly with scrollbars right and bottom. Just need to research a bit the paging and grouping properties.