Does this always happen, or just occassionally?
Usually when this happens, you've got an agent selected, but don't have the connect option specified in the select resource step and never added the step in the script to connect the caller through.
Another thing that can cause this is if your script allows the script to "leave" the queued logic of the select resource step. If that's happening, it will cause this as well.
If it's an occassional problem, is it something you can duplicate on demand?