There are a few things that can cause this:

• Not all messages were backed up.
  • Some messages, including group messages, are MMS, and they did not get backed up, and hence cannot be restored with this app. There is a setting to enable / disable this to your liking.
  • You can view the backup file and see if it has all the messages in it. Check “How to view or edit SMS and Call Logs backup file on a computer”
• The restore process did not finish completely. When the restore completes, it shows the number of messages it restored.
• Newer versions of Android have a setting for specifying how many messages they will store (defaults to 200) per conversation and any message older than that gets deleted automatically. If you have lots of messages, then make sure the setting is either disabled or has a higher number set.