That is a limitation of the anonymous names system.
We give the anonymous players "random" names based on when they are first seen in a hand. These names are generated consistently based on the time of the first hand a player is seen (so re-importing the same file would give the same names every time).
Generated hand histories often include some observed hands while you're waiting to post the blinds, and these hands are not included in the downloaded histories.
In the generated hands you first encountered the opponents at a different time to the time of the first played hand in the downloaded history, so when importing the downloaded history afterwards this generates a different "random" name for those opponents, meaning that when we try to update the hole card information in the database the player we search for does not exist.
The development team debated ignoring observed hands to avoid this problem, but decided that it would be more beneficial to have stats from those few hands when first being dealt in, especially since you don't get stats from previous sessions for anonymous players.
When names are anonymous knowing the hole cards your opponents had doesn't really tell you anything since you can't learn anything about a player to use in the future (because you don't know who it is), and you can't judge how you played the hand (or could have played the hand better) based on information that you didn't have at the time.
That said, if the development team are able to find a way to match up the hole card info to the correct player I'm sure they'll add that.
As a workaround you could purge
the session and then import the downloaded history to get the full hole card information, or import the downloaded histories to a separate database to do this type of review.