Hi,
If you look at the URLs in your Joomla backend, you can see that none of the URLs are SEFed.
Trying to SEF URLs from the backend can often result in 404 errors as the SEF system of Joomla isn't meant to be used on the backend.
As we prefer to be sure that the emails sent by HikaShop only contain valid links (and not 404 error links), we prefer to stay on the safe side and not try to SEF them.
Note that the main purpose of SEFing URLs is to improve your SEO. The URLs in the emails are not parsed by search engine crawlers and thus are irrelevant for SEO.
Now, if that really bothers you, you can confirm your orders through the frontend with HikaMarket front edition, which is an extension made especially to be able to manage your store from the frontend:
www.hikashop.com/extensions/hikamarket-front-end.html
In that case, you'll see that the links in the notification emails will be SEFed as HikaShop can do it safely from the frontend.