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Runners on 1&2 no outs. Fly ball caught in RF. Runner on 2 advances to 3. Runner on 1 held up. I score Sac Fly advanced by batter. Stats do not show Sac and count as at bat. Why?

That is not a sacrifice fly. A run has to score for a sacrifice fly to be credited. What you describe will just be counted as a fly out.

With a sacrifice bunt you just need a base runner to advance any base. But Sac Fly requires runner to score.

Ok Thank You.

Unlike a Sacifice Bunt, a Sacrifice Fly MUST score a run not just move a runner.

SECTION 10—Sacrifice Fly
A sacrifice fly is credited to the batter in the following situations:
14.10.1 When a plate appearance meets the following four criteria:

1) there are fewer than two outs,
2) the batter hits a fly ball or line drive that scores a runner, regardless of where the ball is caught (in fair or foul territory), as long as it is in play,
3) a run must score, and
4) a run batted in must be credited to the batter.

14.10.2 When a fair ball is dropped and an error charged, credit the batter with a sacrifice fly if the runner would have scored with the catch.

NOTES:
1. Although the batter in this case reaches base by virtue of an error when a sacrifice fly is not caught, she is not charged with an at-bat but is credited with a sacrifice fly and the fielder is charged with the error.