Check ESX host logs if snapshot consolidation took place by the backup program and why it failed.
So for example grep through the logs (hostd.log and vmkernel.log) and search for these lines:
Here one log snippet from hostd.log where a snapshot consolidate was successful (Note: the log time is always UTC time):
2015-04-27T00:27:44.482Z [36A40B70 info 'Vimsvc.TaskManager' opID=AC391B0C-00071E0C-7d-ed user=vpxuser] Task Created : haTask-10-vim.VirtualMachine.consolidateDisks-149636712
2015-04-27T00:27:44.487Z [36582B70 info 'Vmsvc.vm:/vmfs/volumes/4f8b15d7-1ad0dd40-8a59-005056b10053/TurnKeyNew/TurnKeyNew.vmx' opID=AC391B0C-00071E0C-7d-ed user=vpxuser] State Transition (VM_STATE_ON -> VM_STATE_CONSOLIDATE_ALL_DISKS)
2015-04-27T00:27:44.892Z [35EC1B70 info 'Vimsvc.ha-eventmgr'] Event 14041 : Virtual machine TurnKeyNew disks consolidated successfully on esx1.vgcc2.local in cluster esx1.vgcc2.local in ha-datacenter.
2015-04-27T00:27:44.916Z [35EC1B70 verbose 'Vmsvc.vm:/vmfs/volumes/4f8b15d7-1ad0dd40-8a59-005056b10053/TurnKeyNew/TurnKeyNew.vmx'] Time to gather Snapshot information ( read from disk, build tree): 22 msecs. needConsolidate is false.
2015-04-27T00:27:45.430Z [35EC1B70 info 'Vmsvc.vm:/vmfs/volumes/4f8b15d7-1ad0dd40-8a59-005056b10053/TurnKeyNew/TurnKeyNew.vmx'] State Transition (VM_STATE_CONSOLIDATE_ALL_DISKS -> VM_STATE_ON)
2015-04-27T00:27:45.431Z [35EC1B70 info 'Vimsvc.TaskManager'] Task Completed : haTask-10-vim.VirtualMachine.consolidateDisks-149636712 Status success
So the last line could be failed in your case.
Maybe there is more detailed information in your logs, for example a vmdk file is locked.
Also check vmware.log in VMs home folder for more information.
A known issue is oftentimes that the backup server does not release a lock on the .vmdk files.
Extract from KB 2017072:
"This issue occurs if the backup server or appliance or other virtual machine holds a lock on the underlying base disk or previous snapshot file, which prevents the data being consolidated. It can also occur due to stale processes during snapshot creation."