It can be one of the following reasons:
For the orders to be imported into yayloh, they need to be Fulfilled or closed in your store. Only then will they be available for returns in yayloh.
If the customer information was missing when the order was marked as fulfilled.
If the products inside the order are not available/linked to your product catalog.
Note:
yayloh imports an order only once. Any changes made to the order after import will not be synced to yayloh.