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I observe this type of behavior most often when the capture capability is not within the envelope of the network capability. For instance, the devices transmitting and receiving are able to communicate using 802.11ac rates, but capture capability is 802.11a only; or the data frames supports LDPC but the sniffer does not, etc. Note that control and management frames use much lower data rates, usually, than data frames, so these are often picked up relatively easily while data frames can be full speed, up to the capability limits (802.11n, 802.11ac, spatial streams, MCS index, et al).
There are other potential root causes, one that comes to mind is trying to capture on the same interface you are communicating on; this usually produces unusual capture results so I do never recommend this. Use a separate adapter to capture.