There are three possible reasons for this:
1) The Final forecast model hasn't been selected as the Forecast model for the Master Plan and/or the Include demand forecast option hasn't been switched on.
2) The forecasts for the affected items weren't successfully copied to the Final forecast model by Copy to Final Forecast.
There should be error messages in the batch history log for the function if this is the cause. The forecasts being copied for the items will be missing one or more coverage dimensions because forecast allocations haven't been generated to enable the forecasts to be split over each item's coverage dimensions. If this is the case, either run Generate forecast allocations or create Forecast allocation rules to add the coverage dimensions, and rerun Copy to Final Forecast.
3) There are records in the ForecastAllocationLine table that have blank Allocation Id's.
This stops ForecastInvent records from being created when Copy to Final Forecast creates ForecastSales records and should only affect versions of Demand Forecasting prior to Release 6.1. The solution is to manually delete all such ForecastAllocationLine records as they are invalid, and rerun Copy to Final Forecast.