What is the purpose of "issues" and "volumes" in journal publications in relation to DOIs and citations? I think I have stumbled once again over the meanings of "issue" and "volume".

So I have found this article which declares both fields. Now I used JabRef's DOI to BibTeX to pull the info and it worked as expected. But it only pulled the volume number.

But sometimes I noticed the DOI database only pulls the issue number for an article, more than only giving the volume number. Why?

I suppose one should prefer using the issue because there are (usually) issues of a journal ("magazine") in a year... right?
I guess your question is about citing an article. If the article you want to cite  is in a journal which have both volume and issue number (this is very often the case). Then you should write both of them.

The issue is the booklet number in which the article was published. They are grouped together to make a volume. Often one volume correspond to all the issues of one given year, but not always. Page numbers usually run sequentially through a volume (issue 2's first page will be numbered one higher than the last page of issue 1 and so on). 

Finding the article in a (paper) library is easier if you have both the volume and issue number since you directly know which booklet you need to consult. While helpful, the issue number isn't strictly required in order to find a particular article. Indeed, libraries often bind all the issues of a single volume into a hard-backed book where the page number is sufficient.

Today with electronic paper those notions might have lost their meaning,  and in the end, the DOI is probably the best way to share a reference.  However,  it is still in the habit to provide both issue and volume number, and given what they mean, it does not really make sense to have only one of them. The last word will go to the editor of the journal you are publishing the reference in and the bibliography style may or may not include the issue number. So for your personal bibliography, it seems safer to have it for the day you publish in a journal which request issue numbers.

For this particular paper in jabref, I don't know why only one get pulled. Maybe it is a bug, or a database error.