I do it this way around

wrapper.php (in serendipity directory)
<?php
$_REQUEST['page'] = 'blog';
// Let serendipity generate our content:
ob_start();
require 'index.php';
$blog_data = ob_get_contents();
ob_end_clean();

// Now we include our normal content building file.
// This one has to make ...

Hmm... I reported this on the mailing list last week but they then appeared. I even checked my mysql db and all data was there.