There are most likely 2 reasons for that.
1. Customers have an older-generation phone, with an older browser and operating system.
In this case, even if the apps are displayed correctly in these older browsers, screen-recording apps are not able to show them in the recordings.
Lucky Orange explains this very well:
If the browser supports Mutation Observers (All modern browsers, but not older versions Internet Explorer), then we use those to create something called a "Dynamic Recording." In this mode, you will see the exact HTML the visitor saw even if it was different 2 weeks ago. If the browser does not support Mutation Observers, we fallback to viewing the page as is at the time that you PLAY the recording. In this mode, if the page contains any dynamic content you will not see those in your recording.
It's worth mentioning that we are using dynamic content for all VITALS apps and never edit your theme. This is what Shopify is recommending and, while other apps like Loox edit theme files and cause a number of issues, we're proud of building a mammoth like VITALS without cluttering your theme files.
2. Some screen-recording apps do not yet have support for SVG's
Hotjar added support for SVG's only in late June 2018. Until that moment, even if SVG-based elements (such as Trust Seals and Badges and the monocolor version of Payment Logos) were displayed correctly, Hotjar wasn't able to show them in the recordings.