That’s usually because the lead-in/lead-outs is conflicting with the kerf you’ve defined for the tool. Small holes or tight cutouts where the lead values - length, radius and angle cause the head to “bump into” the line so it won’t cut.
Couple of solutions - change the lead in angle to something more vertical (90 degree) if it looks like you don’t have room to slide it in at an angle - or vice versa if you’ve got a narrow shape and not enough room for the lead in or out. You can remove the lead out in case there’s no room for both. You can also define another tool that is narrower or a smaller kerf and use that for the parts that it skipped - your cutouts won’t be as precise as you designed because the kerf compensation won’t be calculated exactly right so the cuts will be closer to the line & so they’ll overlap the line instead of being next to the line by a kerf’s width. That usually isn’t a problem for art pieces though.