I don't know in what context EaseUS uses the word "lost", but as far as i understood, "lost" means unrecoverable. Or it could mean that "lost" are those files, that got corrupted.
When data gets corrupted, there is always a chance that the corruption is so severe, that some of the files cannot be recovered. Now, programs that you execute, to recover data, have far less chance to recover the data than using a data recovery firm, who use specialized tools, to get as much data recovered as possible. Since data recovery firms to their level best to get your data back, often trying different methods, the service price is also much higher than running a program that scans a drive and based on it's programming, tries to recover something, while failing to recover that, which it is incapable of.