That's because it's getting harder and harder to get that info from the referrer. Better to use the Google Search Console and Bing Webmaster Tool, those will give you information even on those search queries that did list your pages but not lead to a click.

Once upon a time you could get this information from the HTTP_REFERER header, since search terms were essentially encoded in the query string portion of the URL the search results showed up on.

Not sure how that holds up these days.

It's removed by Google, all search result clicks go through an intermediate URL that removes the keywords. You can have some information from the Google URL [1].

[1] https://webmasters.stackexchange.com/a/107179