Our API can only read data that is public onchain. Lazy minted NFTs on an OpenSea shared contract are stored only in a centralized OpenSea database until the first transfer.
You can find more information on the OpenSea blog: https://opensea.io/blog/announcements/introducing-the-collection-manager/.
Another reason may be that the NFTs from the OpenSea inventory are in different chains. In this case, you need to make API requests for each network.