Because there is a mismatch between TheTVDB title and the title used for the releases. There is a process for dealing with that: Scene Naming (TVDB Naming Conflicts) Heartland (2007) (CA) has an alias of Heartland CA already.
Just because it has one word in common doesn’t mean it’s the same series.
Do you have create empty series folders enabled? By default it is off and folders will be created when an episode is going to be imported.