Dont worry about it too much, I put in one web site I manage that gets between 3000 and 4000 hits a month and the report says
Very few websites appear to link to this website, making it extremely hard to find .... I know there are 100's of links to the site.
We took the top 3 phrases and searched for them in Google, along with your website/company name.
No matches on Google were found at all.
Ummmm....putting in one of the terms they state puts the website as the first link in Google.
No automated site checker is perfect but they can give you some guidelines to help you.