Are you using -x option for the startup options for the service (or when starting manually from the command line)? It disables some DMV data collection (not sure if it affects sys.dm_db_missing_index_* dmvs but I think it would). It also breaks SET STATISTICS TIM ON and SET STATISTICS IO ON.

-x disables all these (from BOL) to squeeze a few percentage points of performance:

SQL Server performance monitor counters

Keeping CPU time and cache-hit ratio statistics

Collecting information for the DBCC SQLPERF command

Collecting information for some dynamic management views

Many extended-events event points