Bain and BCG are often highly ranked in "best place to work" lists, employee surveys etc. but McKinsey are often not even on the lists at all. Why? Poor results or are they not participating in that kind of surveys? If not , why?

I don't know the answer, but personally I think it is laughable that any of these companies should feature anywhere in a ranking of this sort, and that includes all the 'top' consulting firms. Unless the ranking is titled "Best place to work if you want a good job once you leave".You can only assume that the employees filling out the surveys have no other work experience as a comparator

Without commenting on any specific company, it is not unknown for staff to be 'bullied' into voting for their companies on these lists. I actually read these lists as being more representative of a "worst place to work" list.