As mentioned in [1], the cluster monitoring operator doesn't define the relatedObjects field in the ClusterOperator manifest which is initially deployed by CVO [2].
If the CMO pod fails to start, the must-gather might miss information from the monitoring namespace. Note that once CMO runs, it will update the initial ClusterOperator object with the proper information [3].

[1] http://mailman-int.corp.redhat.com/archives/aos-devel/2021-May/msg00139.html
[2] https://github.com/openshift/cluster-monitoring-operator/blob/master/manifests/0000_50_cluster-monitoring-operator_06-clusteroperator.yaml
[3] https://github.com/openshift/cluster-monitoring-operator/blob/a6bc9824035ceb8dbfe7c53cf0c138bfb2ec5643/pkg/client/status_reporter.go#L49-L63