The above scenario generally happens if the shares are not purchased through Trade Plus. It could be that you have purchased the shares in IPO or transferred the shares from some other NRI Depository account through off-market transfer. In this case the banker will not be able to process the sale transaction till the purchase details are not provided to the banker.
You need provide the necessary documents to credit proceeds into your Bank Account. The process for crediting the proceeds of such sale has been explained in the previous question.