HA Proxy router should have ROUTER_METRICS_HAPROXY_SERVER_THRESHOLD variables configurable.This feature was available in ocp 3.11.

Verify that haproxy_exporter_server_threshold{type="current"} exceed the 500 limit:

 $ oc exec -c prometheus prometheus-k8s-0 -n openshift-monitoring -- sh -c 'curl -sk -H "Authorization: Bearer $(cat /var/run/secrets/kubernetes.io/serviceaccount/token)" https://<router pod IP>:1936/metrics' |grep haproxy_exporter_server_threshold
# HELP haproxy_exporter_server_threshold Number of servers tracked and the current threshold value.
# TYPE haproxy_exporter_server_threshold gauge
haproxy_exporter_server_threshold{type="current"} 2000
haproxy_exporter_server_threshold{type="limit"} 500     

This variable is a measure of the max number of servers allowed to be measured when reporting metrics (default 500). 

This feature was available in OCP 3.11 and the default setting for this parameter in OCP 4 is insufficient for the metrics gathering with prometheus