The Input Forecast Space Time Cubes did not all use the same Number of Time Steps to Forecast value. The Output Space Time Cube will only contain the forecasted values for the fewest number of time steps of all input cubes. For example, if you provide two cubes, and one cube forecasts three time steps and the second cube forecasts five time steps, each location in the output will forecast the first three time steps.
No action is required. However, consider re-creating the Input Forecast Space Time Cubes so that each forecasts the same number of time steps. This ensures that all forecasted values will be stored in the Output Space Time Cube.