Hi Anusha_Infosys, this might sound like a silly question, but when you look at your survey response data in Qualtrics, can you see a value in the sfSurveyId embedded data field? If not, then this would suggest that there is an issue with the record id being passed into Qualtrics at the point of survey initiation.
If you've confirmed that the embedded data field is indeed populated in your survey response data, then the next thing to check would be your Salesforce Response Mapping setup. Review the setup detailed in here in Step 25 and ensure you've got this configured correctly. Remember that embedded data fields are case sensitive so pay attention to the naming of the embedded data fields in both your survey's workflow as well as in the Salesforce Response Mapping setup.
Hope that helps.
Cheers,
Cameron

CamM - As you suggested I checked all the things, I added sfSurveyId and mapped in response.
Deleted the sfSurveyId and recreated and remapped but still same issue, not sure what else I am missing, I ll raise a support request. Thanks so much!