For several reasons.
For "Magic" itself, because you do not know what to look for.
Let me expand on that: To measure something, you first have to observe its effects, whether you know it's there, or not. Gravitation was discovered by looking at an apple falling from a tree, and wondering WHY it started falling. Then measuring the change in speed as time went, etc.
You measure electricity by using things which react to it. Else, you do NOT know there is electricity in a wire, or a battery, whatever. You know when it interacts with something (a lamp lights up, or someone gets shocked, etc.)
You do not "see" the wind. You only notice its effects (trees/plants rustling, clouds moving, mills turning, your skin getting chilly, etc.)
So, as for magic, maybe we merely didn't find anything to record its presence, or it IS known (mostly, or exclusively, by magic practitioners), and guarded with zeal.
Now, for the effects of magic, like a sudden fireball, teleportation, a house growing from palm-held size to mansion-size in seconds... there are several possible explanations.
The most plausible is... magic ! Spells which have been cast in order to keep the muggles (err, sorry, the "people not-in-the-know") from noticing things, or recording things. How do they work ? Magic ! The general principle, however, would be that the magic either foils your attempts at recording it, and/or even better, at noticing it.
A guy is flying a dragon near you ? No problem, you're really interested in that flower, or the latest game on your mobile phone, whatever. A wizard pops-up a few meters away from you ? Well, he definitely was here before, right (if you even notice it). Either your mind will be too fogged-up to notice his arrival, or the spell will make you think that it happened differently. Like create a memory of him walking there. A fuzzy memory, probably, because you weren't paying attention.
You were recording a video, and a spell pops out in the recorded area ? No problem, the magic "edits it out", both from your mind and the media, so it cannot be broadcast, and you cannot even testify about it.
So, yeah, all-powerful spells already in action, which protect the magic world. Either cast by wizards, or maybe even a natural magical phenomenon (after all, who knows how Magic works ? Maybe it's because nobody believes in it that it gets "erased" from memories and physical mediums ?)
Another possibility is a sort of "secret police", Men-In-Black style, which comes and erases evidence (including your own memories). When something starts getting shared, they come, erase the internet threads, posts, tweets, stories, whatever, and send a team to the location to also take care of the people who saw. It would be nigh-impossible with our technological means, but with targeted spells, like "everybody who saw this", it could very well be doable.
However, it cannot be as simple as an "emp" effect, as that would lead to visible consequences (like, damaged equipement, a record which goes "blank" before coming back on, etc.)
Plus you'd need a way to explain why before the blank, the scene looked normal, and why after, it looked like a bombing occurred.