Hello Yehia,
Have you tried creating the order through PI with the exact same data that you manually created the order?
What about if you go to the order that was created by PI and change something like the buyers reference and save it? Is the FU created then? (Note: I picked buyers reference here because it is not relevent to FUB and changing it will allow you to resave the document).
FU building wont happen if there is missing data that is required for FUB. This includes items with weights, locations, etc.
Devin