Github has its own issue-management, which I quite frankly find way better than anything Codeplex has, because of how it interacts and links with the source-control commits themselves. Github also supports per-project wikis, and if people aren't using them to write documentation on Github, they wouldn't be writing documentation on Codeplex either.
The reason you see more Github repos without documentation is because writing documentation is "boring" work, and mostly bigger organizations can afford the staff to write and maintain documentation.
And most codeplex repos were Microsoft's own, where they had an interest in keeping their stuff documented. On Github anyone can (and does!) open a repo.
So missing documentation has nothing to do with Github itself as much as the users and organizations it primarely attracts.