Here is a diagram with the HG labelled.
View attachment 255827
I am a little out of my league here, but I do believe the reason it is not obvious in typical diagrams is because they don't offer a
time dimension that shows
evolution of stars.
Main sequence stars pass through that gap to become red giants - but because they're unstable, they do so in a short period of time.
So, if we look into the heavens we don't see a lot of them due to that short duration. i.e. there's a gap.
The above diagram makes it a little more clear how stars
age, and pass
through the HG.
See caveat in sig line* and please correct me if I'm wrong.
[ EDIT ]
"Stars do exist in the Hertzsprung gap region, but because they move through this section of the Hertzsprung–Russell diagram very quickly in comparison to the lifetime of the star (thousands of years, compared to tens of billions of years for the lifetime of the star), that portion of the diagram is less densely populated."
https://en.wikipedia.org/wiki/Hertzsprung_gap
So yeah.