Guessing by your tags, it is probably because you are not a paid subscriber. From the Help Center: Vault Access Levels Each game will have one of two access levels, which determines who can export characters into the game: Limited Vault This is the default level. With this level, only players who are themselves Plus or Pro subscribers (and therefore have "All Access Vault" enabled for their whole account) can import characters into the game. and If you are a free user, the game must also have All Access Vault enabled (see below for more information on Vault Access Levels.) The feature at this level is intended for free users to be able to create their character in their own game and export to the vault, then use the vault to import into a game with All Access. All Access is granted by either being a paid user, or having created a game with a Marketplace module that grants all Access. A full description is here.
