if you check for a Marker which is on the same y-level like you, while using a positiv dy you won't find the marker.
Steps for Reproduction:
0) position yourself at a steady position
1)

 /summon ArmorStand ~1 ~ ~1 {Marker:1,NoGravity:1} 

2)

/say @e[dx=2,dz=2,dy=10]

=> the ArmorStand won't be listed

Useful to know: If you summon the armorstand one block higher, it will be listed.
Note: May be related to MC-88533.