This is not an issue with the sample_numpyro function though. The observed_data group is generated from the model and is always present in the result, if you looked at the results independently, it should be in the idata from the posterior, posterior predictive and prior. It is probably an issue with the negative binomial.
It is also strange that no prior_predictive group is present. Does the negative binomial have a random method? Is obs a variable in the returnes posterior_predictive group?