This usually occurs because at the time of the shipping notification for the order, a package number was found but no return tracking number (return label) was found.
Check this in the menu Orders > Shipping Centre.
Return labels are displayed after searching for the respective order in the "Return Labels" tab. If no label is available, this label must be created afterwards and the shipping must be notified again.
If a return label is available but was created after the shipping notification, the shipping notification must be triggered again.

Note: A return label must be created for each package/package number (Order tab: Settings, see Package number).