I don't know why it's any surprise to anyone that different tools find different things that the others might not find, even though the "found item" matches the class of thing a given piece of software scans for.
All of these programs rely on signature/definition databases and these are far from identical. It is entirely possible for something to have been reported to "four out of five" antivirus/antimalware/security suite makers that, just due to dumb luck, didn't end up getting reported to the fifth.
I've always used antispyware, antimalware, and antivirus programs in conjunction with each other with only the antivirus running as a constant (though most, like Windows Defender, also have at least some antimalware component these days).
I can't remember the last time I've had anything identified beyond cookies and/or PUPs that really weren't unwanted in my case. I still want those tools installed and available in case I should somehow manage to get a rogue infection, particularly since the most virulent tend to prevent you from installing removal tools (or try to, anyway) once they've infected your machine.
Brian AKA Bri the Tech Guy (website in my user profile) - Windows 10 Home, 64-Bit, Version 1803, Build 17134
Memory is a crazy woman that hoards rags and throws away food.
~ Austin O'Malley