Hi,
That's quite normal actually if you use a payment gateway where the payment page is hosted by the payment gateway.
Before HikaShop directs your customers to the payment page, it creates an order so that when the payment notification comes back from the payment gateway, it knows what was ordered for the payment (all shopping carts work like that). Then, if the customer cancels the payment on the payment gateway's website, the order is cancelled and the customer is brought back on the checkout so that it can do something else (pay with another payment method for example).
So getting cancelled orders doesn't mean that you're loosing sales because of HikaShop. It means that the customer didn't want to use the payment gateway, or that he had an error on the payment gateway page (like for example, his card being expired, refused, etc).
An alternative is to use another kind of payment gateway. You have the payment gateways where the user directly enter his credit card on the checkout on your website and the order is created and confirmed at the same time at the end of the checkout. There are several payment plugins you can use with HikaShop for that. That also has the benefit to reduce the number of steps to complete an order and thus increases the conversion.
Finally, you have PayPal express checkout which completely bypass the shopping cart checkout and the user uses the checkout of the payment gateway while the order is still created before and completed with the information from the payment gateway after. We'll actually include a plugin for paypal expresscheckout in the next version of HikaShop so you might want to try that out when we release it.