The primary reason is typically that your e-mail client and Acrobat are not talking to each other. Typically MAPI is required for activation in your e-mail client and the client should also be denoted as the default in your OS. I surely don't have all the answers on this as I still have one machine that I can not get to work, but it is the only one of many and I just don't use the feature there.
Answers that would be helpful are your Acrobat version, OS, and e-mail client. Others will want that info to help you.