I have the same problem as described here: http://devnet.jetbrains.net/message/5305178#5305178, except my VCS is Perforce. When using agent-side checkout, only the last VCS gets checked out.
Can you please confirm this is not an option with Perforce either?
And, if so, what is the reason? I can see why this may not work with SVN (the .svn file), but what's the reason with Perforce?
Also related: http://devnet.jetbrains.net/message/5253176#5253176 (same problem, TFS)