Marketo Sanbox: Anonymous lead activities not getting associated once lead becomes Known

To test the 'anonymous to known lead conversion' feature, we created 3 sample web pages.

2 pages had the munchkin code embedded and the 3rd has a Marketo form to capture the user details.

As a first action ... we browsed all the 3 pages (without entering data in the 3rd) and noticed that 3 anonymous activities got tracked in Marketo sandbox.

The second time around ... we entered data in the 3rd page which had the Marketo form.

Post the second action, as expected, the new Person (known lead) was created, but the older activities of browsing the 3 pages did not get associated to the new Person.

Is this something that has been removed from the sandbox environment or could there be something that we are doing wrong?