Most keyowrd databases consist of a small sample of the overall search universe. This means keyword databases tend to skew more toward commercial terms and the core/head industry terms, with slighlty less coverage of the midtail terms. Many rarely searched for longtail terms are not covered due to database size limitations & lack of commercial data around those terms. Plus if those terms were covered, there would be large sampling errors. Google generates over 2 trillion searches per year and claims 15% of their searches are unique. This means they generate searches for over 300 billion unique keywords each year. The good news about limited tail coverage is it means most any keyword we return data on is a keyword with some commercial value to it. And with Google's Rankbrain algorithm, if you rank well on core industry terms then your pages will often tend to rank well for other related tail keywords.
Long Tail Pro is a keyword research tool that helps you quickly find low competition keywords for your website. In particular, the tool is built for people doing SEO (search engine optimization) as opposed to people doing paid ads (Google Adwords PPC). I'm sure there are some advertisers that use the tool for paid ad keyword research, but the tool was built for SEO keyword research.