Do you have multiple sources making up the network dataset? e.g. streets, bus line, rail, etc such that some source is not getting traversed and leaves a hole. If you have multiple sources, then on the SA properties, polygon tab, you have turn off or exclude sources such that they do not influence the polygon generation. You could also switch to "generalized" and not detailed polygon and it should not leave any holes. You could also turn on Line generation to see if there are any lines (especially some line ends) not getting traversed that would cause a hole to be generated.
Jay Sandhu