I had a similar experience the one year I got some dry seedheads before Fall rains rotted them.
A few Zinnia heads had 10-20 well-formed seeds, but most had very few, like zero to 3.
The heads with very few real seeds mostly had them around the very periphery of the bloom.
My two guesses were:
1. incomplete fertilization - not enoguh bees
2. not left on the plant long anough to mature the seeds
