If an affiliate sale is not tracked, what could be the reason?

The only way an affiliate sale does not get tracked is if your unique link was not used or the customer does not have cookies enabled in their browser. Cookies MUST be enabled for the tracking to work correctly. Also if a user regularly deletes the cookies on his computer then the tracking will also not work if he later returns to my site after deleting his cookies. Unfortunately there is nothing that can be done about this. However, the vast majority of Internet Browsers do have cookies installed by default and do not delete their cookies.