It's going to be a data selection problem. If it was a problem with conversion you would see something recorded in the log (assuming you have the log parameter set to show all messages).
Make sure the Auto PO flags are set in the correct purchasing org and site. Does your requisition have a purcahsing org?
What selection critera do you have set in ME59N? You mention that that the problem only occurs on certain days so it could be related to the release date.
The only other thing I could suggest is authorisation checks. Are you approved for the correct activity types (the activity for ME59N is not create) , plants, purchasing groups etc.
Also keep in mind everything I have said may not be relevant to the IS-Retail solution you are using. I can't be certain if there are any differences in this area when you are running that solution. It might be worth asking the question in that forum http://scn.sap.com/community/retail