Unfortunately not all stores participate in refunding your VAT. Stores are not obligated by EU law to cooperate with refunding your VAT. They may also choose to pay the VAT to the government during their periodic statements. Even though you are in your right by EU law to reclaim the VAT, and a store merely has to perform a small act, some stores choose not to be of service.
More than 55.000 stores are listed which means there is enough choice to ensure you can shop tax-free in the neighbourhood or online.