There's a possibility all the volatile components have already been burned off by the solar wind (which is what causes the tail). That would make this either a very old, or very small comet. Or one that wasn't that icy to begin with.
This comet's aphelion is around Jupiter, and comets have been observed with tails (from telescopes, not naked eyes! :P) at that distance. This comet probably is too small though.
See my other comment for a better explanation of why the tail wouldn't be visible in this image.
Here's a cool image of Comet Humason that was taken while it was near Jupiter in the 60s, it's pretty epic, one of the most awesome comets I came across in my studies, this image is from an obscure journal that I can't find now, but I found the image on a forum :P
http://foro.tiempo.com/index.php?action=dlattach;topic=12940...
The outgassing is mainly a function of the magnitude of the solar radiation (which varies quite a bit) and the cross section of the comet, so it's doubly variable and may outgas really far from the Sun if the conditions are right.