I've noticed this as well. I'm hoping to do a significant rework of the installer for 3.5 and will keep this in mind, but I honestly have no idea how to diagnose this in the current setup.

Windows Installer is responsible for the missing entries, and AFAIK the only way it will fail to create them is if our MSI includes invalid data (I'd expect this to show up in the verbose logs). Alternatively, there may be some obscure component flags that 'work' but sometimes don't work, I really don't know.