When NUnit Tests are run with a [SetupFixture] class, the results XML file is structured a bit differently.

Normally it looks like:

<test-suite type="TestSuite" ...>
    <test-suite type="TestFixture ...>...</test-suite>
</test-suite>

but with [SetupFixture] in the mix, it looks like:

<test-suite type="TestSuite" ...>
    <test-suite type="SetUpFixture ...>
        <test-suite type="TestFixture ...>...</test-suite>
    </test-suite>
</test-suite>

Since the xsl file looks for (as far as I can tell) @type=TestFixture directly under @Type=TestSuite, it misses anything with @type=SetUpFixture in between. Taken from nunit-3.0-to-junit.xsl, line 60,61:

            <xsl:for-each select="//test-suite[@type='TestSuite']">
                <xsl:for-each select="test-suite[@type='TestFixture']">

To reproduce it, create a TestAssembly with a SetupFixtureAttribute