Hi Larry, in my humble experience is the way the motherboard is built. I did some research when I got my new box. I didn't find much documentation, but my best guess based in what I did find is: if your motherboard has sensors using the ISA bus, its lectures will be written in /proc/acpi/thermal_zone, but if the sensor is using a SMBus or I2C bus -as almost all newer computers do- you need extra kernel modules to access the information, which is what lm_sensors provides. The lm_sensors wiki has good info, even when this particular topic is not there, was very helpful when I found my new AMD temp couldn't be read from /proc as I used to do with my previous computer.
http://www.lm-sensors.org/wiki/FAQ/Chapter1Regards, Rodrigo