Here are a few things that could be causing the problem:
Hound only comments when style violations are found. Ensure that changes made in your pull request actually contain style guide violations.
Ensure that configuration is setup to report on the specific violations. See the configuration page for more info.
Be sure your PR is of a manageable size. The Github API has access limits which can affect the number of violations reported. Anecdotally, we've seen pull requests with more than 250 changed files get incomplete responses.