Not all external email is downloaded to Zoho mail

Not all external email is downloaded to Zoho mail

Hi,
I began to use Zoho mail for the past one month and it works great. I can still read my gmail account through zoho mail. However, I realized recently when I logged in to my gmail, that some of my gmail emails are not delivered to my gmail folder in my zoho mail. May I know what is happening? Is this an error in zoho mail part settings?