Hi Jamee,
You did not provide a jobID, but I think you are referring to your SNP2GENE job 742040, is that correct?
Could you elaborate more on which numbers do not match? I spot-checked a few and it seemed to match. For example:
Intronic: 
grep -we "intronic" -e annot annov.stats.txt | awk '{print$1"\t"$4"\t"$5"\t"$6"\t"$7}'
annot count prop enrichment fisher.P
intronic 5133 0.425269262634631 1.16729752720614 3.72503112240164e-43
Upstream:

grep -we "upstream" -e annot annov.stats.txt | awk '{print$1"\t"$4"\t"$5"\t"$6"\t"$7}'
annot count prop enrichment fisher.P
upstream 133 0.0110190555095278 1.03633686951234 0.65713856139728
Splicing:
grep -we "splicing" -e annot annov.stats.txt | awk '{print$1"\t"$4"\t"$5"\t"$6"\t"$7}'
annot count prop enrichment fisher.P
splicing 3 0.000248550124275062 2.20284705531045 0.157320617524645
For your second question, in this xQTL mapping analysis, the datasets were already pre-processed to contain only the significant variant-gene pair. So for example, in eQTLs from GTEx, the datasets that FUMA uses only contain the significant association between the variant and the genes. How the significance is determined is from the original studies This is true for all but 2 datasets. You can read more here:
https://github.com/tanyaphung/fuma_qtls. Therefore, there is no p values here because this is simply just asking if a GWAS hit was annotated as an QTL previously, using the threshold defined by the original's study.
So in this analysis, what FUMA does is that for each of the GWAS hits, it checks if this GWAS hit is an QTL in any of the selected datasets. In this same job 742040 you selected 108 datasets, so there may be a high number of GWAS hits that are QTLs. It could be that the same genes are coming up in different tissues and cell types.
For more information, perhaps you can check this:
https://fuma-docs.readthedocs.io/en/latest/practicals/scz_gwas_2022.html#run-a-snp2gene-job-with-xqtls-mapping
I hope this helps,
Tanya