In some cases, there may be no error message, but when features are sent to JIRA, they are not linked to the version they correspond to.
The FixVersions field can only be set by Aha! if it is present on the create issue and edit issue screens in JIRA. JIRA limits access through the API to fields that are visible in the UI. The FixVersions field is visible by default, so your JIRA instance must have been customized to remove the field.
If you want Aha! to set the field, you need to add it to the default screen in JIRA. Note also that different users can see different screens in JIRA, so you should make sure the JIRA user you are using with the integration has the FixVersions field visible.
After changing the configuration in JIRA, you must go back to the integration screen in Aha! and click the "Load project data" button so that Aha! can read the latest configuration from JIRA.