Why doesn the SDSS have data for well-known visible stars (Sirius, Vega, etc.)?
The SDSS has a very sensitive camera. Stars that you can see with your unaided eyes are a little too bright for the SDSS’s camera, so they show up as washed out. The SDSS still gets an image of those stars (for example, here is an image of Pollux from SkyServer – link opens in a new window), but their images are unreliable, and the SDSS gets no catalog data.