Gary Illyes from Google clarified on LinkedIn that Google Search Console doesn't retain much data for unindexed or de-indexed URLs. The discussion was initiated by Adam Gent who observed that Google can drop the canonical data for pages that were indexed but have now moved to "crawled - currently not indexed". He questioned if this was a reporting error or if Google's index eventually drops data points like the canonical metrics.
Illyes confirmed that Google doesn't keep much data for unindexed or de-indexed URLs, hence the Search Console has nothing to show. Gent responded by saying that he has seen pages de-indexed with canonical data, but he assumes that at a large scale, it takes time for the data to be gradually removed from the index for each page. This is why some pages still have data while others don't.
Illyes agreed with Gent's assumption but refrained from going into further details to avoid confusion. He also mentioned a less relevant factor of considering "what if the URL comes back".