Some tanks break down nitrate "too" well even in the presence of heavy feeding. It can happen if you have a lot of anaerobic surface area within your rock or sand or are carbon dosing a bit too much and is a problem many aquarists would love to have! Corals will tend to fade out if you have undetectable nitrates, so it's best to try to maintain at least a few ppm (5ppm is a good, albeit arbitrary number to shoot for).
Feeding more is the best option because corals in reef tanks are always food-limited compared to their wild counterparts, but often times that can drive up phosphate levels along with nitrates and cause some algae issues in newer tanks that don't have a large population of herbivores, micro-herbivores, sponge life, coralline cover, etc. That being said, there are lots of really nice tanks out there with high phosphate levels and no issues at all.
I've had really good results dosing KNO3 by way of "Spectracide Stump Remover" for what it's worth. You can get it at most hardware stores. Crush up 1 Tbsp. of the pellets and dissolve in 1 cup of RODI water. Dosing 1 mL of the resulting solution will raise 10 gallons of tank water ~2 ppm NO3.