Some of the HFM Commands, and even a few other commands, have a concept in them called "Expand Only" as displayed below.
If this box is checked the data export will not be performed for OneCloud activities. This is noted by the information stored within the (?) icon.
To have the activity performed for future OneCloud activities you will need to uncheck this box.
Please see the HFM Command Reference for additional information related to this option and other available options.