Here are a few reasons for that:
1) The link is not an article.
Overlay marks only links to article pages. If it is a link to a section, contacts page, horoscope, etc. - it will not get a marker.
2) The link is an article on some other website.
Overlay marks only articles of the same website.
3) The same link appears on the page twice or more.
In this case only one link will get a marker. That will be the link that is higher than the others.