The first two episodes of His Dark Materials made some major changes to the books - and many fans also noticed a distinct lack of daemons - but the second episode (The Idea Of North) included an explanation for where they all are. Daemons are a huge part of this fantasy world; talking animals, who are described as a person's soul outside their body, and who are a true other half of a being. Fans have already been introduced to some of the most important daemons: Pantalaimon (Archie Barnes), the golden monkey, and Stelmaria (Helen McCrory), among others.
However, many of the daemons aren't visible in His Dark Materials. When Lyra (Dafne Keen) is running through Jordan College, most of the servants don't appear to have visible daemons. Plenty of secondary characters don't have obvious daemons, and even more important figures like Ma Costa (Anne-Marie Duff) don't have daemons with them in every scene. Given that daemons are such a huge part of this world, this had some fans scratching their heads, but the series created a neat little work around this week.
In 'The Idea of North', viewers meet Lord Boreal (Ariyon Bakare), a mysterious man who is a friend to Mrs. Coulter (Ruth Wilson) and the Magisterium. During the episode, Boreal sneaks off in Oxford to a hidden space where there is a shimmering patch of air... which he steps through, straight into another world. This is an incredible twist (and one that isn't in the books until The Subtle Knife), and it gives His Dark Materials a chance to explain how daemons aren't always visible. While talking to a mysterious man in this world, Boreal is asked about where his daemon is, and responds "We don't always feel the need to have our daemons on show all the time". It's said quite curtly, although later in the scene, there is a shot of a snake tucked up inside Boreal's sleeve - his hidden daemon.
This creates a useful reason for some people to be wandering around Lyra's world without daemons on show - although it would obviously only work for those people with daemons small enough to be hidden. A snake is much easier to tuck in a sleeve than, say, Lord Asriel's (James McAvoy) daemon, who is a snow leopard. It also seems that daemons can move slightly further from their humans in the show than they can in the books, as seen when the scholars are eating dinner at Jordan, and the bird-daemons roost at the very top of the hall. Between this scene and Boreal's line, it's clear that His Dark Materials is confirming that while all characters have daemons, some may be hidden, or may simply be slightly further away - resting just outside the shot.
While it would be amazing to see every character with a visible daemon at all times, there's a very practical reason for His Dark Materials to limit daemons' screen time. The simple fact is that creating a talking, CGI daemon for every minor background character would be prohibitively expensive, not to mention incredibly time-consuming. However, this isn't the only reason. This also allows for people to pass between worlds more easily (explaining most daemons in our world would be tricky), and means that when a daemon is given significant screen time, it is for a specific purpose (such as the journalist's butterfly daemon, crushed by Boreal). While fans may know that the lack of daemons is still primarily a cost-saving measure, it's still nice to see that His Dark Materials is making a point of addressing it in-universe, even in such a small way.