If a keyword is "not found" on the last date of the time period that you have configured, then that keyword's entire historical rankings will be suppressed and disregarded for calculation of the change metrics.
This was coded intentionally, because keywords that were currently in “not found” status were skewing the graphs into unnecessarily negative or "red" territory, and decreasing the degree to which the graphs accurately represented the state of the campaign's data.
If you want to see the history for those keywords, you'd need to select a time period where the keyword had a ranking other than "not found" on the last date of the time period.
So, for example, if you set the time period to "last 30 days", then any keywords that are "not found" on the last date of that time period (which would be the current day's date) will have their entire ranking history suppressed for that time period, and would not be included that period.
On the other hand, if you run a report for the date of - let's say - July 2nd only, you'll see all keywords that had rankings other than "not found" for that specific date.
To extend this example, let's say that today is July 30th, and you've configured a time period of "last 30 days". And let's say that you had 32 keywords that had a top 100 ranking on July 2nd. However, of those keywords, only 6 of them have a top 100 ranking as of today. As a result, their entire ranking history is being suppressed for the selected time period of "last 30 days".
We may look at the possibility of making this functionality optional in the future. For the time being, we don't provide the option of turning it off.