I think I found the issue. The objects are simply too small.
It seems that size matters.
If you work with InDesign and Illustrator you should not use EPS anymore.
Use AI or PDF/X-4, but please, don't stick with postscript anymore. We live in 2015, not in 1998.
EPS is a lossy file type as it does not support transparency or color management. EPS files may rasterize vectors when it comes to flattening.
But your problem is, as you have seen yourself, a preview issue only.
Something you should know when working with EPS: When you show the import options (while placing the EPS) you can choose to let InDesign create its own preview instead of using the preview contained within the EPS.
With some EPS-saving applications this improves what you get.