Leads created in CRM using a third party plugin (Zapier) does not trigger a workflow designed to execute on lead creation.

Zapier is being used to automatically create leads from Facebook Campaign and then automatically push them to Dynamics 365. A workflow has been created that executes when a new lead is created. However it doesn't execute when Zapier creates a new lead in the CRM. The workflow only executes when i manually create a new lead in the CRM. 

Any Ideas what could be wrong here?