What I was referring to was actually going into the Vendor Master table, and looking at the values in the Count field. I'd still look into that, but if it doesn't allocate even if you have the Weighted By box unchecked, then that may not be the issue. I'd probably start looking at my unique identifiers next. Find one in Cost Source that you know should be in Vendors, and then go look for it in Vendors.
One thing that I always look out for in unique identifiers is leading and trailing spaces. If one of them has a trailing space and the other doesn't, then they won't match. I always like to use the Trim() function in my identifiers just to be sure that doesn't happen.