What's the reason they didn't come?

Yes, indeed, in one sentence it would be something like the one you made up or either "for what reason didn't they come?" (que yo sepa, el inglés no es mi primer idioma).

Could it be... "what's the reason why they didn't come" ?

I will translate the meaning because im not good at espagnol ,so that's mean :why they didn't come?what's the reason?