postgres not use index, IN statement

I have a strange situation.
I have a table of detail with millones of rows and a table of items with
thousands of rows

When I do..

select count(*) from wiz_application_response where application_item_id in
(select id from wiz_application_item where application_id=110)

This query NOT use the index on column application_item_id, instead is doing
a sequential scan

BUT, when I add the range of min and max id of the subquery, the postgres
uses the INDEX
This is the second query...

select count(*) from wiz_application_response where application_item_id
between 908 and 1030 and application_item_id in(select id from
wiz_application_item where application_id=110)

908 and 1030 are limits (lower and upper) of the subquery, the subquery
returns 100 elements aprox.

So, this is some bug?

Thanks!

Anibal