Why is there a high number of firms in an industry but no financial data?

When collecting and analyzing data on businesses, financial data is especially challenging.  Sometimes we are unable to obtain financial data on businesses, other times we have the data, but there are clear problems with it and so we exclude it from our analysis.  This results in a smaller sample size for our Industry Financial Profiles & Reports.  The smaller sample size for financial profiles/reports means less industry segments meet the minimum threshold of businesses analyzed when compared to market profiles/reports.  This is the main reason for financial profiles/reports being available for ~5K industries, compared to ~9K industries for the market profiles/reports.  This is also why the market profiles/reports are available for areas as small as a zip-code, while the financial profiles/reports stop at the metro level.  

It all comes down to sample size and quality of data, and the challenges associated with financial data.