I found that also the NIC information is missing and that /var/log/hp-snmp-agents/cma.log stated heaps of errors about MIBs. The later could be fixed by
apt-get install snmp-mibs-downloader
Also in Ubuntu 14.04 /var/log/messages was superseded by /var/log/syslog, what lead to an error message. I went for the quick fix here and created a symlink:
ln -s /var/log/syslog /var/log/messages
Restarting snmpd, hp-snmp-agent and hpsmh fixed the log from all the before seen errors, but the problem remains the same: no disk statuses or NIC information in the SMH :-(