The information about a CD (Band name, track names, etc) don't automatically exist on the CD. iTunes connects to an online database to fill in that information for you. I won't bore you with detail, but that database is far from complete and sometimes will be missing bits of info here or there.
Anyway, what I would do is find all the albums in question in iTunes. When you have and album selected so that just the tracks of that album are showing in iTunes, select all the tracks at once, control-click (i.e. right click) and do "Get Info" and manually type in the band name. You can do this for any field in iTunes that might be missing from your imported music.