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In simple terms, GA4 does understand the connection between events with just the user_pseudo_id and those with both IDs. They’re identified as one user’s actions. When you set a permanent user_id, GA doesn’t treat them as different users; rather, it tracks the journey of the same user. As for lost events in your funnel, it could be a result of several factors like web page unloading before GA can send data or if users have ad blockers enabled. Better debugging could help you figure it out.
