Hello Sabya,
There might be two reasons for it:
1. You have not selected the Transfer Cluster data checkbox in the selection screen.
2. Your user ID does not have authorization to select HCM cluster data. TDMS for HCM checks the standard HCM authorizations before selecting data from the cluster tables. If your user does not have this authorization, you will not be able to select data from the cluster. Check for authorization object: P_PCLX.
Regards,
Rishav Surana