Magento version 1.9 does not index prices for products that are marked as Out of stock. Hence, if you export those products then those products miss prices in exported feed files.
You need to adjust settings under Configuration → Inventory → Display out of stock products = Yes/No. That means, if you don't display out of stock products in your Magento frontend you can't have the same products in product feeds with corresponding prices.
For Magento 1.8 and older it was possible to hide out of stock products from frontend while still having all products with correct prices available in product feeds. But that's not possible any more as in Magento 1.9 was introduced a new mechanism for price indexing. We have to live with that.
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