Employees must have access to a Project in order to apply it to an expense.
To make sure that the Employee is a resource on the Project, go to Lists > Relationships > Projects. From there, click Edit next to the desired Project:
Next, click Resources, select the Employee from the drop-down, click Add, then Save your changes in NetSuite:
Finally, in Expensify, go to Admin > Policies > [policy name] > NetSuite > Sync Now then attempt to export again.
If you don't want to add your employees as resources on the projects, you will need to go to Setup > Accounting > Accounting Preferences > Time & Expenses and uncheck Show Projects Only For Time And Expense Entry.