I haven't built Ansible collections myself, so take what I say here as an educated guess, but I believe that what you describe is the expected behavior.
Building a collection among other stuff requires some Python work to setup documentation, you have to prepare the documentation text in certain format, before running make doc to set it into a form that ansible doc can properly parse and display to the user. If that is not done, ansible doc doesn't have anything to show. The documentation of the ansible.builtin collection will always show as its documentation is a part of the package, but for other collections it depends on the maintainer if he is willing to do the work. Quite often, they will not bother, leaving instructions simply in README.md file. You can find instructions by reading that file or in the way you described.
I will warn you that on the exam I had a task where the provided role tarball did not even have description how the role is configured in the README file.
