The fields on the right side of the Campaign Tracker section of a Salesforce lead, such at Last UTM Campaign, Last UTM Source, etc. will only be populated if a lead visited your web site multiple times before submitting a lead form.
The first UTM fields, such as First UTM Campaign, First UTM Medium, etc. show the tracking data from the first visit. The last UTM fields show the tracking source data from the last time a visitor came to your web site prior to submitting the form.
You can see all of the visits / sessions and pages viewed by the lead prior to them submitting a form in the “Visitor Sessions” related list on the lead.