Automatic Bank Feeds -- Are some transactions missing?

Automatic Bank Feeds -- Are some transactions missing?

I performed all the bank feeds for several months and am now attempting to reconcile.  What I've noticed now for 4 months in a row is that MANY of my "ATM & Debit Card Withdrawals" on my bank statement are NOT included in the downloaded bank transactions in Zoho.  I'm having to manually add them.  However, many are included.  

Any thoughts?  Am I missing something?

Another question or clarification:  Can you explain (I'm NO accountant!!) how my expense entry and my bank transactions coexist or integrate with one another?  It seems like they would repeat.  So, I buy an item for $500 and it is Cost of Goods Sold.  I enter that as an expense against my business checking account.  Well, when my bank feeds come in, there should be a transaction for that same expense item.  They should match up ... but how does that work?  This is sort of a vague question, but I'm not an accountant.

Thanks for any help,
Brian