This is a notice, not a failure. Your product was transferred or updated as normal. Only the variation SKUs on Etsy were left as they were.
Why it happens
On Etsy, this listing keeps one stock number for each value of a single option. For example, there is one quantity for each Size, and every Colour in that Size draws from it. While stock is shared like this, Etsy cannot also hold a separate SKU for each variation. See Handling Etsy Stock Management by Product or Option Level.
To send different SKUs, Shuttle would have to split that shared stock. That could show more items for sale than you have. So Shuttle keeps your stock and leaves the SKUs alone. You will see this notice in either case:
Your Shopify variants have different SKUs, and you transfer or update the product to Etsy.
The SKU Generator makes new SKUs during a transfer or update from Etsy to Shopify. See Automatically Generating SKUs with Shuttle.
Nothing is lost, and no stock was changed by mistake.
How to fix it
You only need to do something if you want a separate SKU on each Etsy variation.
In Etsy, open the listing and change its quantity settings so the quantity varies for every option, not just one.
Check each variation's quantity before you save. This change turns the shared stock into a separate number for each variation.
In Shuttle, update the product again with SKUs included. See Updating products with Shuttle.
If you would rather keep the shared stock, leave the listing as it is. Each update will still send everything except the SKUs.
Still seeing it?
You may have set the quantity to vary for every option on Etsy and updated the product again, and still see this notice. If so, contact support and tell them which product it is.