There are 2 common reasons for this question:
Insufficient data for the website / keyword
Our research mode are trying to track as much data as possible from Baidu but the data we are able to provide here won't be all the data from Baidu's index. The keywords and domains we are tracking are the most popular and commercially inclined keywords and domains across a wide range of topics and industries, which will make this tool as versatile and flexible as possible.
Lack of Baidu SEO visibility of the website
Baidu is a Chinese search engines, therefore highly ranked websites in Google won't necessarily translate to rankings performance in Baidu and in these cases, you might not be able to see a lot of data for these domains in the research mode. You can use Baidu Webmaster Tools to verify if that's the case for your website.