And that is because of one of two things

1) Genetic freaks

2) Periodized cycles of gaining weight, followed by hardening up over months and years with specific, goal oriented, training.

If you undershoot to the point that you dont gain a little fat your not gonna gain weight period. Weight is muscle and fat. Thats how our bodies work. If you where one of those special casses that just runs massive and lean you would already know it and would not be having this problem. Your not. You want to gain weight that is primarilly composed of muscle. You attain this by heavy, smart lifting, coupled with a positive callorie ballance aka eating a lot of food. Good food, for sure, but plenty of food. The idea of gaining pure muscle only is impracticle to say the least. That massive and lean look takes time.