There are 2 common reasons for this question:
Insufficient data for the website / keyword
In research mode, we are trying to provide as much data as possible from different search engines. However, it won’t be everything - due to the almost infinite amount of data over the searches. The keywords and domains we provide are the most popular and commercially inclined keywords and domains across a wide range of topics and industries, which will make our tool as versatile and flexible as possible.
Lack of SEO visibility of the website
If you do not see a lot of data available in research, it could be that the websites are not ranking well in the search engines. With limited ranking visibility, the chance of being captured is less likely. As a result, you might see very limited data for these domains. Try to use different Webmaster tool to verify if that's the case for your website.
If there isn't a lot of data available for the website / keyword you are looking for, you can still use keyword research tool or other tools from the campaign mode to get more SEO data.