MySQL uses intersection instead compound index

I have compound index on following columns:

(country_id, lazy, has_avatar, inactive, gender, id, age, challenge_count)

When I run following query:

SELECT COUNT(*)
FROM `user_profile`
WHERE (`user_profile`.`lazy` = 0 AND
      `user_profile`.`has_avatar` = 1 AND 
      `user_profile`.`inactive` = 1 AND 
       NOT (`user_profile`.`id` = 3247028 ) AND 
      `user_profile`.`country_id` = 374 AND
      `user_profile`.`challenge_count` < 10 AND
      `user_profile`.`age` BETWEEN 18 and 28 AND
      `user_profile`.`gender` = 'F' )

It is used correctly. However, when I run following query it is not used.

The WHERE parameters are the same. In this case mysql uses intersection of separate indexes:

SELECT * 
FROM `user_profile` 
INNER JOIN `iqApp_basecountry` 
ON ( `user_profile`.`country_id` = `iqApp_basecountry`.`id` ) 
INNER JOIN `auth_user` ON ( `user_profile`.`user_id` = `auth_user`.`id` ) 
LEFT OUTER JOIN `iqApp_relationshipstatus` 
ON ( `user_profile`.`relationship_status_id` = `iqApp_relationshipstatus`.`id` )
LEFT OUTER JOIN `iqApp_workstatus` 
ON ( `user_profile`.`work_status_id` = `iqApp_workstatus`.`id` ) 
LEFT OUTER JOIN `iqApp_fieldofwork`
ON ( `user_profile`.`field_of_work_id` = `iqApp_fieldofwork`.`id` ) 
LEFT OUTER JOIN `iqApp_fieldofstudy`
ON ( `user_profile`.`field_of_study_id` = `iqApp_fieldofstudy`.`id` ) 
LEFT OUTER JOIN `iqApp_educationlevel` 
ON ( `user_profile`.`education_level_id` = `iqApp_educationlevel`.`id` )
LEFT OUTER JOIN `iqApp_religion` ON ( `user_profile`.`religion_id` = `iqApp_religion`.`id` )
WHERE (`user_profile`.`lazy` = 0 AND
     `user_profile`.`has_avatar` = 1 AND 
     `user_profile`.`inactive` = 1 AND NOT 
      (`user_profile`.`id` = 3247028 ) AND 
     `user_profile`.`country_id` = 374 AND
     `user_profile`.`challenge_count` < 10 AND
     `user_profile`.`age` BETWEEN 18 and 28 AND 
     `user_profile`.`gender` = 'F' ) 
  LIMIT 1

Here is explain:

SELECT_TYPE: SIMPLE 
Table: user_profile 
Type: index_merge   

POSSIBLE_KEYS: PRIMARY,user_id,user_profile_d860be3c,age,gender,challenge_count,lazy,has_avatar,inactive,country_id,country_id_2    

KEY
user_profile_d860be3c,lazy,has_avatar,inactive,gender   

KEY_LEN
5,1,1,1,5   

REF
None    

ROWS
35394   

EXTRA
Using intersect(user_profile_d860be3c,lazy,has_avatar,inactive,gender); Using where