You are converting multiple DICOM files. The data files for two of them, PRADEEP and PIUMI, use a different ImageOrientationPatient than the others do. DICOM is fine with that because it handles each one individually, but NIFTI files do not support that. The code does not happen to know how to reorient the images so it just gives up on saving the files.
You will need to either improve the code to know how to reorient automatically, or else change the orientation on those two specific files, or else leave them out of the data.