A dash [-] will appear in the Search Engine keywords analysis when the keyword information is not provided.
For several years now, Google search engine no longer provides the keyword when the secured version of Google is used (https://www.google.com/).
Google being the most used search engine, it explains why the proportion of not provided values is that high. Other search engines can also decide to stop sending this information.
The visit is still classified as coming from a Search Engine, only the keyword will not be available.