This is because the Matter doesn't have a case attached to the matter record, the case can be created and allocated against the matter by following the below:
From the Accounts Desktop select the File tab.
Select New on the left hand side.
Select Case Wizard.
Input the Matter number details of the matter that doesn't have a case.
Select Next.
Input all the Case details required like the Procedure.
Select Next.
Tick to End the Wizard.
Click Finish.
This should then attach the case to the matter you need and allow the file to be opened in the Fee Earner Desktop.