It's attributable to a number of factors, but at the end of the day a higher number of 1st innings NOs than second almost certainly means a batsman isn't pushing hard enough for runs in the 1st innings.The outlier of course is Bevan, who had more not outs batting first where his strike rate was 13 higher than in the second innings. Not sure what to make of that, especially given he has a lower average in the first innings than the second.
My guess is that era and location makes a big difference too. Batting first is an advantage in Australia and England but a disadvantage in India where the dew sets in.
If you are remaining unbeaten very frequently in the 1st innings having faced a reasonable number of balls, you are almost certainly not taking enough chances and failing to maximise team score.
I'm sure there are a number of other exceptions as well. What I'm talking about is a pattern, not a rule.