Because you're not reading from the relay that the original note was written to, and 1 or more of the following
1) nobody that replied to the thread rebroadcast it to a relay you read from
2) nobody tagged the pubkey in a reply to the original note for which your client could conceivably do a relay list metadata lookup
3) your client may not support NIP65
4) your relays may be throttling requests from you 

 Thanks for this info.  
3.). I’m using Damus
4.) Why?