Why can't we merge Missing and Nothing?

Say I develop a package to generate data from some source (e.g., scanning webpages). When a data point cannot be fetched, should I mark it using Missing or Nothing? It seems the generator of data, not the user of this data, decides which operations are allowed on it?

My take on it would be that the user should either generate the data with a specific behavior in mind (parsing the desired type), or generate it using Nothing (the default) and then convert to Missing where appropriate. Can this conversion be done fast? Is this the most appropriate solution?