The summary is pretty much describes the issue.
Try to have a master item which collects values, create one dependent with "Check for not supported value" preprocessing step and you will not get values collected at all.
(both items information type - Text)
As soon as you remove the step, values being collected by the dependent item.
You add the step back - data collection stopped again.
Something is wrong, the step should not affect data collection on the dependent item.