This problem happens if you copy+paste open vector paths from another software to Figma.

Illustrator fills open paths between two ends:

If you try to do the same thing in Figma, it won't fill anything:

And turns out when you copy an open path from Illustrator and paste it into Figma, weird things happen. It'll preserve the same fill behavior in Illustrator that's not possible in Figma.

When you use the pen tool to complete the shape in Figma, it won't fill the shape fully.

A workaround to resolve this is to remove the fill. Then refill the shape using the paint bucket tool (B). To access the paint bucket tool, you need to be in "edit mode" for the shape by double-clicking the shape or pressing enter while the shape is selected.
 

After that, click the shape and it'll be filled. Now it'll act like any other shape in Figma.