This means those files are not indexed. When you click "See more results", File Explorer searches in non-indexed locations too which is how it finds them. The Start Menu only searches indexed files.
You will have to add the folder where your files are located to Windows Indexing Options or to some Library.
To change which folders are indexed, open Control Panel -> Indexing Options -> click Modify, and add or remove locations as you want. Or right click the folder where you files are and select "Include in Library".
To change which file extensions (file types) are indexed and the metadata/properties for which file extensions are indexed, click the Advanced button. For example, if you set only the DOC file extension to index Properties only, not Properties and File Contents, then the text inside the pages of all DOC documents won't be indexed.
To fully understand how the search works, you can read the Start Menu search guide:
viewtopic.php?f=4&t=1588 It is quite long though. It is categorized so you can read only the portion of the article that concerns your search related question.