This will down to the postcode software that they are using. First off it is likely to be a new build and the software has not been updated. Good organisations will update the postcode software quarterly - however this is expensive so some may only do this annually. If it is not a new build then you need to check the correct postal address with the post office - sometimes the information passed to you by the seller may not be correct - places get called one thing locally but the post office call them something else. The other probelm is when the address is known by a name and not a number e.g. Honeypot Cottage and not number 34. The other thing to check is when a number maybe something strange like 34/12F (usually flats). This can be typed in a number of different ways e.g. 34-12F, 12F/34 etc
The voters roll is something else entirlely - but again companies may not be confirming you at this address because the electral roll is usually updated annually (February I believe). One last thing to check is that the spelling of your address is correct on the voters roll - the information is input by people and they make spelling and typing mastakes!