The reason is that there is no member of the general public in those areas with an ADS-B receiver sharing live data with the public tracking sites.
Websites like Flight Radar 24 rely largely on volunteers installing ADS-B receivers and sharing their received data. They have a good coverage, but some areas are still not covered.
The entire point of an Air Defense Identification Zone (ADIZ) is to notify pilots that the relevant defense forces require identifying all aircraft to determine whether they are a threat.
They much prefer to do this via you filing the appropriate flight plan and talking to ATC/FIS. If you don't do that, you should expect to be intercepted by said defense ...