The lens info is there, but in the "wrong place." It's in the Lens Type field of the Maker Notes section of the EXIF data. Looking at one of your images, I see "smc PENTAX-DA 18-55mm F3.5-5.6 AL II" in EXIFtool, which can interpret Pentax lens codes.
As for
why this is happening, I couldn't tell you--it's Pentax's design of their EXIF data. I think that's where Pentax DSLRS usually put this info, and it's up to a particular piece of software to read and display it (what software are you viewing the EXIF details in?).
It's messy, but you can use EXIFtool to copy the data to the correct field--
this thread has a post describing the process.