User is trying to create task allocations from the activity and expense line items of a budget assigned to a project using the More > Copy From Budget option in Allocation & Forecasting > Resource Allocation > Tasks screen, but no allocations are imported from that budget.
This can happen if you are using a date range filter under Period in the screen. The allocations get copied the moment you use the option, but are not visible in the screen due to the date filter.
The activity and expense line items on a budget do not have a date associated with them, so the corresponding allocations too don't have a date. As such, the allocations get filtered out due to the date range in Period. You should set Period to All Dates in order to see the imported allocations.