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I am seeing new reports via Twitter and the Google Analytics Help forum that the Google Analytics Search Engine Optimization Queries report, where you link up your Google Search Console with Google Analytics and the report funnels in there, now shows "not set" for the number one keyword.
Here is a picture of my own report:
It seems this started happening about a week ago.
Of course, SEOs and webmasters are suppose to get their keyword data in full if they use the Google Search Console and that data should flow into the SEO report if they link it up. But for some reason, "not set" is bringing "not provided" fears to not just Google Analytics but also the Search Console.
I suspect this is just a bug. The Search Analytics report in the Google Search Console is working fine. Maybe this has to do with the migration from the Search Queries report to the Search Analytics report.
I'll try to find out.
Thanks for the hat tip @posizioneseo.
Forum discussion at Twitter and Google Analytics Help.
Update: Google told us a couple weeks later that this is not a bug!
