When typing a word the dictionary doesn't understand, the option should appear as one of the 3 options above the keyboard. Hit the one you want, and on the left the option should appear to 'tap to save'. Once you've done this, it should appear as an option next time and be in the dictionary.
As to why some do and some don't', it may be because you've inadvertently added some already, but not others, by coincidentally tapping the word on the left to 'tap to save' in the past.