If you using Track() for your queries you can notice that it sends empty siteid tag:

            SearchClient.Instance.Search<StoreDocument>()
                .For(query)
                .Track()
                .GetResult();

Track request:

http://es-api01.episerver.com/8gLs2SIsx4tTHSeTimkiZJIcRH2EJJlJ/julaabtemp_index22191/_track?q=halmstad&q.hits=1&id=ISMvKXpXpadDiUoOSoAfww==&tags=language%3asv%2csiteid%3a

That happens due to the fact that track request is executed in a separte thread from thread pool where HttpContext.Current is null and CmsSiteIdentityLoader->SiteDefition.Current can't resolve current site.

Suppose that is a bug.