The tests are capable of detecting phosphate that's floating around in the water, but phosphate is a very sneaky chemical: it's rarely in the water for long---it runs over and locks itself into algae, or it dives into rock and sand and bonds with that. So the test looks for it, but there's none in the water---there's plenty in the tank---but there's none in the water. Algae has it all; and it will slowly creep out of the rock and sand, particularly when algae spores light there and look for phosphate to help them grow---bingo! there it is, which is why white bare rock in most any tank immediately turns green with algae.
That's also why it's hard to remove: you can run a phos-reactor until you're blue in the face and still have a tank green with algae, because the algae is so happy it's not turning loose of any phosphate at all. Only by turning the lights out and discouraging some algae to death can you make it shed it into the water where, with luck, the phos-reactor will snatch it before the rock does. THat's how the reactor works: it has something (granulated iron oxide) that phosphate will stick to faster than it sticks to just plain rock. You can get an animal to eat the algae and poo it into the water to be broken down, and that's another chance for the reactor to get it.
Or a fuge---which does it by coddling algae that's always lit, so it gets the phosphate first. Eventually what's in your tank starves to death.