If you are gathering from multiple Exchange Orgs from a single MessageStats console, it may be possible that due to time constraints, the gatherings never finish. It is also possible that because of server configuration that some servers will not gather because access was denied.
WORKAROUND
Quest recommends for a multiple Exchange Organization into a single database that a Gatherer be setup for each Org.
Page 25 of the Quick Start Guide demonstrates the issue described above.