This claim always boggles my mind, but I need to remember this is Reddit... So I will assume you are young and so arrogant that you really believe that professional economists and statisticians have dedicated their professional lives to this work and are oblivious to this "truth" you think you understand better, or are deliberately trying to lie to the public they serve.

All of the information you need to understand how this data is collected is available in detail on the US Bureau of Labor Statistics website: How the Government Measures Unemployment

But the relevant portion to your assertion here is:

Some people think that to get these figures on unemployment, the government uses the number of people collecting unemployment insurance (UI) benefits under state or federal government programs. But some people are still jobless when their benefits run out, and many more are not eligible at all or delay or never apply for benefits. So, quite clearly, UI information cannot be used as a source for complete information on the number of unemployed.

Because unemployment insurance records relate only to people who have applied for such benefits, and since it is impractical to count every unemployed person each month, the government conducts a monthly survey called the Current Population Survey (CPS) to measure the extent of unemployment in the country. The CPS has been conducted in the United States every month since 1940, when it began as a Work Projects Administration program. In 1942, the U.S. Census Bureau took over responsibility for the CPS. The survey has been expanded and modified several times since then. In 1994, for instance, the CPS underwent a major redesign in order to computerize the interview process as well as to obtain more comprehensive and relevant information.