This can happen if you, for instance, have changed the name of your trademark. Indeed when the name of the mark is incorrect, you need to change the name of the mark and to add as well the labels manually. If you forget to do this, no labels will be generated. To add the labels manually, please read the HOW TO.
This can also happen if your mark is composed of mixed scripts. Indeed due to technical requirements imposed by ICANN, you must be aware that no labels will be generated for marks composed of mixed scripts. This means that while you might have a verified trademark, your SMD file will contain no labels and no trademark claims notifications will be sent to you as no labels will be attached to your trademark record.