For products that exist on both Etsy and Shopify, they need to have either the same SKU or the same Title to link automatically. If they don’t have either of these, the app will not be able to link them automatically. In this case, you will need to link them manually.
To resolve the issue, check if the SKU or Title matches between your Etsy and Shopify listings. If they don't, update them accordingly or link the products manually in the app.