The behavior you are seeing is expected. The EndNote Help does go over this behavior in the section
Searching EndNote Fields vs. Online Database Indexes
When searching an online database, the search menus display a list of available search indexes supported at the remote site. These are not fields in the online database, but rather sets of search terms and synonyms designed to facilitate your searches.
It is not uncommon to search for a term in an index and notice that the exact term appears nowhere in the retrieved reference(s). For example, you might search for heart attack in the Title index of a medical database and find references that do not include heart attack in the Title field but, instead, they use the term myocardial infarction. This apparent discrepancy can be attributed to the search index of the online database, which has mapped the common term heart attack to its scientific equivalent myocardial infarction.
It is also not uncommon for some of these databases to index personal names that appear in the titles or keywords along with the author names. For example, a search of the Library of Congress for “Charles Dickens” in the Author index displays books about Dickens as well as those written by him. This form of indexing is most commonly seen with library book catalogs and not with the scientific reference databases. Sometimes you can restrict the searches to books by that particular author by setting up a search to find (for example) “Charles Dickens” in Author, NOT “Charles Dickens” in Keywords.
These search indexes are maintained by the providers of the databases and are not controlled by EndNote.
You may decide to Search PubMed via their website and send the search results back to EndNote instead of using the PubMed search available in EndNote.
You can find information on sending the search results from PubMed to EndNote on our website.