This could be for several reasons, in most cases it is just that the company providing data to the website or GPS manufacture has not updated their maps or is not aware they are missing data in your area.
Most companies have websites now for reporting map issues, you just have to know where to go.
Garmin, Bing Maps, and Mapquest, three big names in Navigation all use data supplied from Navteq. You can submit changes for them through their website.
TomTom the other big GPS manufacture gets their data from Teleatlas. You can submit changes for them through their website here.
Google has their map site as well as all Android phones in their Google maps app. You can submit changes for them right on Google Maps and select report a problem in the bottom right corner.
Other Mapping sites will generally list where their data is coming from in the bottom right corner of the map page. If you search on that company you can usually find a place to report map problems.