Have you made the incidents and facilities part of your network dataset? Then most likely that is the problem. i.e. these are not connected to the network and when you create the CF layer, your incidents/facilities are getting located on un-connected locations of the network. If this is the case, you can remove the incidents/facilities from the network dataset and re-build OR bring up the properties of the CF layer and on the network locations tab, uncheck these to location on, leaving on the street edges to locate on and re-load your locations.
If the above is not the case then you may have some connectivity issue in the network edges.
Jay Sandhu