This is because a license problem.
EA Sports have the exclusive license of the Bundesliga so Bundesliga teams cant be included in PES.
If PES cant include Bundesliga teams, why Bayern Munchen, Bayer Leverkusen and Schalke 04 are ingame?
Because they are included in the exclusive license of the Champions League that PES has.
If PES have the license of Champions League and Borussia Dortmund was in 13/14 CL, why Borussia Dortmund wasnt ingame?
Because EA Sports have an exclusive license with the team. So this team cant be included in the game.
Other example are Arsenal, Manchester City or Chelsea.
The 3 teams have to be licensed because the Champions League license. But the 3 teams are exclusive teams of EA Sports. Thats why they arent licensed in PES.
The teams are ingame in difference of Borussia Dortmund because PES can include the EPL teams.
PD: this 14/15 season is the last with the license of Bundesliga for EA Sport. The Deutscher Fußball-Bund have to announce before the season finish what will happen with the next season license (the new license will be from 15/16 up to 17/18 season).