I completely understand, because really, Zillow is the only place most homeowners are able to see what their home is worth. However, Missouri is a non-disclosure state, and what that means is that when homes are closed at the title company, the only place you're going to find the sold data is on our Local MLS. It's not going to be on Zillow.
Zillow relies on public data from the county assessor. When buyers close on their home, if they don't complete the piece of mail that comes to them from the assessor's office asking how much they paid for their home (and nothing says they have to because it's not the law), then that data is never shown to the public, so Zillow is left to guess.
Your home value report is built from those actual sold prices in the MLS, from homes in your own neighborhood.
Mark Stewart