There are actually three kinds of neutrinos. The Standard Model of particle physics says that an electron neutrino always stays an electron neutrino. However, the evidence for this is weak. There are alternative theories in which electron neutrinos can change into other kinds as they leave the Sun. The experiments look for electron neutrinos, so if some of the neutrinos had changed to one of the other kinds, they wouldn't have been detected.
Nobody knows the answer.
New experiments are underway. Here is a link to a new solar neutrino experiment with pages describing solar neutrinos.