A lot of people in this thread are naming revivals, and productions that transferred from the West End. It's not so unusual or surprising when there's no cast recording in those circumstances. I do agree that it's a shame when the score changes a lot, and doesn't get re-recorded - particularly with something like American Psycho. But for things like Miss Saigon, Les Mis, West Side Story, Mamma Mia, etc. I feel like it's kind of "whatever" when they don't get re-recorded.
It's certainly more rare, and more egregious, when an original Broadway production doesn't get recorded. Especially when it's an original score, and not a jukebox musical.
Personally, I think I've only seen 3 new Broadway musicals (not revivals) that didn't get cast recordings: King Kong, Shuffle Along, and Soul Doctor. And for me, none of those are major tragedies - believe it or not, Soul Doctor is the one I would've listened to the most. Say what you will about that show, the music and arrangements were quite beautiful.
The biggest disappointments for me are the Off-Broadway and out-of-town musicals that still haven't gotten recorded. Invisible Thread, Brooklynite, The Lucky Ones, Secret Life of Bees, Unknown Soldier, Moby Dick, Tales of the City, and so on. Some of those may still happen, but who knows what the next few years will bring.