This is usually because the database cannot be activated as a discrete collection. To check this, bring up the Complete list of databases and find the database you want. What is the setting under "Activate as a discrete collection in OCLC Service Configuration"? If this is set to No, then the content is available through a search of WorldCat.org without selecting that database separately. If this is set to Yes, contact the database vendor to ask where that database should be selected for display in WorldCat Discovery.
For additional questions, contact OCLC Support with the your library symbol and the database name.
There is more information on the Service Configuration > Metasearch Content > Default Databases and Licensed Content > Configure Databases to search.