Your users are donating through your Donations forms, registering for your events through your Events forms, shopping away on your Shop forms... but it seems that some - or all! - of them are not receiving the confirmation emails you've set up in the Messaging tab of your form.
Chances are, the confirmation emails that are going out may be getting mistaken as spam. If this is the case, we'd recommend you review Outbound Email Settings in Soapbox and Best Practices to Ensure Deliverability for tips on increasing email deliverability.