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Last tested: Jan 21, 2019
There are a couple of possible reasons for this. First, the built-in us_zipcode_tabulation_areas map layer used to visualize zipcode data in the interactive map is built from 2010 census data. It's possible that some of the zipcodes not showing up were created more recently (new zips are created all the time).
Second, the map layer visualizes ZCTAs, as opposed to ZIPs. The main distinction here is that zipcodes are delivery codes, whereas ZCTAs are geographical areas. ZCTAs roughly map zipcodes to corresponding geographic areas, but the correspondence is not 1:1. Certain ZIPs correspond with non-geographic areas (for example, PO Boxes) as mentioned in this note in the docs. So, when using ZIPs, as opposed to ZCTAs, some data points may not be visualized.
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