The git plugin by design doesn't record a changelog for the first build of a job.
I guess that is expected/ok for the first build of a branch where no previous build history is known and we don't want to pollute the build with all the history that has come before the job was configured.
But that is not as expected for the first build of a GitHub PR where the commit list is somewhat short and should be known.
For example the Gerrit Trigger has a `BuildChooser` that computes the changelog for the patch set that is being built. It is a bit simpler in that case because it will always be only one commit. But something similar should be done for GitHub PRs.