If you have multiple validation control and using ValidatorCalloutExtender,You might have exprience that it does not kick fly out all the time after your first submit click. Well, this sounds like bug and does not have straight fix on it.
The funny part is you can solve this problem by simple by using "SetFocusOnError=True" on your respective RequiredFieldValidator. This is little bit tricky but it does solve your problem.
Here is few reference link
ASP.NET AJAX Validators
Good luck and happy coding.