Most likely this is because the information entered for the address, email address, etc is not real or is not accurate. Shopify will reject certain data. For instance, if you use a zip code form the United States, but select Canada as your country, we will not be able to push the customer into Shopify.

If this happens you will need to contact the customer and update the information in both Shopify and PayWhirl. Since the payment has gone through you probably need to manually recreate the order in Shopify with the correct information.