@Jean-Pascal Mercier
If you're seeing leads with missing web page activity I would first check if Munchkin is deployed on that page.
Make sure the tracking script is present with your correct ID. Create a test lead and visit it and make sure you see web activity in the test lead's activity history.
If this works and the leads in question have absolutely zero activity, then it's possible those leads have cookies disabled (in which case you can't track them). This is to be expected for a small percentage of leads.
Another possibility is that the way they are being created is not connecting their lead record to a cookie. I have seen this happen with custom forms using the SOAP API. If you don't connect the lead record with the cookie using an additional Munchkin call, then you will get no web page activity.
However if you are using only native Marketo forms this should generally not be an issue, unless you have tracking disabled.