This is like asking "Why is my dictionary missing some words?"
Just like no dictionary contains every possible word, no font contains every possible unicode glyph. Remember that someone has to actually create the font, and they aren't going to spend the time to get every possible glyph from every possible language. Especially when the number of glyphs defined is always increasing.
No single "Unicode font" includes all the characters defined in the present revision of ISO 10646 (Unicode) standard, as it is continually adding more & more languages and characters. As a result, font developers and foundries are also incorporating those new characters in newer version or revision of a font, and correcting their previous errors if there were any.
If you are interested, you can see on Wikipedia a comparison of some common Unicode fonts together with the code blocks that they cover.
You might try installing Gnu unifont, which seems to have the most complete coverage. To install, just download the font from the site, click on the file, which opens a font preview in FontBook. Just click "install" and you are done.