Yes. Even antivirus can't detect virus accurately 100% of the
time, don't expect the same for keyloggers.
Besides, they only detect common keyloggers. Just type in keylogger
into Google, download anyone of them and install. Your antivirus
will immediately popup. Parental software that contains keylogger
software aren't detected, because they are legal, which is rubbish.
That's where a few percent go.
With new ones popping up almost everyday, you don't expect
antivirus companies to keep up. Another few percent gone.
The other inaccuracies depends on how obscure the keylogger is.
Very obscure keylogger can't be detected even by the best software,
unless you keep a log of your computer, what is installed, what is
uninstalled, calculate the MD5 of every file, check your registry,
etc.