Ultimaker Cura not always telling extruder to retract when traveling
You probably have the "Combing Mode" option under the "Travel" options enabled for each layer (All). Combing reduces print time by leaving out the retraction, but leads to ugly first and top layers by leaving "scars" on the surface. It can be disabled by excluding the bottom and top layer by changing the setting to Not in Skin or for all layers by choosing Off. The latter will increase printing time drastically! 



Please note that as of version 3.5 of Ultimaker Cura the options of the combing setting have an additional setting. As of Ultimaker Cure 3.5.0 the options are named:


Off
All
Not in Skin (used to be No Skin a few versions ago)
Within Infill (new setting)