I might be wrong and have just looked at a couple houses where the data is missing now. I set the Zillow filter to “price reductions”, which Redfin does not have, but I compared a few homes and both listed price changes.

The houses I had favorited with the missing price changes are gone from my Redfin favorites list now (owner decided to remove listing?).

Zillow definitely has better history though, and a filter option to show price reductions.