That is because we tried to optimize the speed of PRSice by ignoring thresholds that did not add any additional SNPs from previous thresholds.
For example, if my SNPs are
Then with your threshold selection (0 - 0.85, step size of 0.01), we will only generate results for threshold
0.04, 0.05, 0.1 and 0.2, ignoring all thresholds in-between. You can savely duplicate the results for those other threshold if you want (e.g. results for threshold 0.05 to 0.09 should be identical as no new SNPs are added)