Why is it not in the Public Domain?
Unless you’re looking at different article, there are two versions of the song. The most popular is from 1925. https://en.wikipedia.org/wiki/Has_Anybody_Seen_My_Gal%3F_%28song%29
The life of a copyright varies from country to county, but “life +70 years after the death of the last surviving author” is a common standard.
Ray Henderson, who’s credited as the composer of the 1925 version, died in 1970. In countries where the life of a copyright is life +70 years for the last surviving author it won’t be PD until 2040.
Regarding the 1914 version: I can’t determine when the lyricist Jack Mahoney died, but Percy Weinrich died in 1952. If he was the last surviving author, the work won’t become PD in life +70 countries until 2022. If Mahoney outlived him, it might be later.
Within the US, for older works, there are other variables and formalities (like renewals and notice requirements) that can determine the date on which the work becomes PD.