Per https://www.mediawiki.org/wiki/Wikibase/Indexing/RDF_Dump_Format#Truthy_statements, "Truthy statement predicates have prefix wdt: with the property name (e.g. wdt:P2)" and "[I]f there is a preferred statement for property P2, then only preferred statements for P2 will be considered truthy. Otherwise, all normal-rank statements for P2 are considered truthy." As your screenshot indicates, "visual artist" is a preferred occupation statement (the little shaded up arrow on the left) and the other occupations are normal-rank statements (the little shaded dot between the two blank arrows).

If you wanted to obtain the objects of *all* "occupation" statements, you might revise your query to

SELECT DISTINCT ?occupation ?occupationLabel WHERE {
  SERVICE wikibase:label { bd:serviceParam wikibase:language "[AUTO_LANGUAGE]". }
  { SELECT DISTINCT ?occupation WHERE { wd:Q5603 p:P106/ps:P106 ?occupation. } }
}

Note the use of "p:P106/ps:P106", where "p:P106" links from an item to the P106 statement object (containing its rank, value, qualifiers, and references), and where "ps:P106" links from a P106 statement object to its value.